-41.3%
CORZ vs WOLF
-3.0%
-38.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.7% | -12.0% | -10.9% |
| 7D | -14.9% | -14.5% | -0.5% | -10.8% |
| 30D | -23.1% | -32.0% | +8.9% | -14.1% |
| 3M | -44.1% | -15.8% | -28.3% | -42.1% |
| 6M | -39.5% | -36.6% | -2.9% | -36.6% |
| YTD | -12.4% | +30.9% | -43.3% | -28.7% |
| 1Y | -41.3% | +4.1% | -45.4% | -50.1% |
| All | -41.3% | -3.0% | -38.3% | -50.1% |
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