-2.0%
CMS vs WOLF
+32.2%
-34.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +16.8% | -19.0% | -1.9% |
| 7D | -1.3% | +8.2% | -9.5% | -1.2% |
| 30D | +6.3% | -24.2% | +30.5% | +6.3% |
| 3M | -2.1% | -13.8% | +11.7% | -1.9% |
| 6M | -5.1% | -44.8% | +39.7% | -5.2% |
| YTD | +1.3% | +36.6% | -35.4% | -0.1% |
| 1Y | -1.4% | +27.6% | -29.0% | -2.8% |
| All | -2.0% | +32.2% | -34.1% | -3.8% |
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