-7.4%
CMG vs WOLF
+60.4%
-67.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.1% |
| 7D | -1.5% | +9.8% | -11.2% | -1.8% |
| 30D | +12.7% | -12.1% | +24.9% | +13.2% |
| 3M | +26.3% | -47.9% | +74.2% | +28.6% |
| 6M | +4.5% | +74.3% | -69.8% | -8.6% |
| YTD | -0.1% | +65.9% | -66.0% | -12.8% |
| All | -7.4% | +60.4% | -67.8% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling