-9.4%
CMG vs WOLF
+39.8%
-49.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.7% | +8.0% | +0.6% |
| 7D | -3.8% | -6.2% | +2.4% | -3.6% |
| 30D | +12.9% | -16.5% | +29.4% | +13.6% |
| 3M | +18.8% | -42.0% | +60.8% | +20.3% |
| 6M | +4.1% | +51.8% | -47.7% | -8.4% |
| YTD | -2.4% | +44.6% | -46.9% | -14.3% |
| All | -9.4% | +39.8% | -49.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling