-9.3%
CMG vs WOLF
+44.0%
-53.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.0% | -2.8% | +0.1% |
| 7D | -2.1% | -8.6% | +6.5% | -1.7% |
| 30D | +10.9% | -18.3% | +29.2% | +11.7% |
| 3M | +15.8% | -43.1% | +58.9% | +17.5% |
| 6M | +6.9% | +42.4% | -35.5% | -5.0% |
| YTD | -2.2% | +48.9% | -51.0% | -14.2% |
| All | -9.3% | +44.0% | -53.3% | -13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling