+35.8%
CMI vs WOLF
+60.4%
-24.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.1% |
| 7D | +1.9% | +9.8% | -7.9% | +0.8% |
| 30D | -12.5% | -12.1% | -0.4% | -11.5% |
| 3M | -16.2% | -47.9% | +31.7% | -11.7% |
| 6M | +4.9% | +74.3% | -69.4% | -3.6% |
| YTD | +11.1% | +65.9% | -54.7% | +2.4% |
| All | +35.8% | +60.4% | -24.6% | +25.7% |
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