-3.6%
COR vs WOLF
+40.4%
-44.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.9% |
| 7D | +2.4% | +17.0% | -14.6% | +3.3% |
| 30D | +7.7% | -14.3% | +22.0% | +7.1% |
| 3M | +7.5% | -10.5% | +18.0% | +7.5% |
| 6M | +34.1% | -43.7% | +77.8% | +33.4% |
| YTD | +3.9% | +50.7% | -46.8% | +3.3% |
| 1Y | -3.6% | +46.7% | -50.3% | -5.0% |
| All | -3.6% | +40.4% | -44.1% | -5.0% |
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 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