+17.9%
CME vs WOLF
+45.7%
-27.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | +1.7% | +17.0% | -15.3% | +2.3% |
| 30D | +10.2% | -14.3% | +24.5% | +10.0% |
| 3M | +17.8% | -10.5% | +28.3% | +17.9% |
| 6M | +11.0% | -43.7% | +54.7% | +11.0% |
| YTD | +17.0% | +50.7% | -33.6% | +19.9% |
| 1Y | +15.8% | +46.7% | -30.9% | +18.7% |
| All | +17.9% | +45.7% | -27.8% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling