+8.1%
CORZ vs WOLF
+60.4%
-52.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +4.2% |
| 7D | +16.6% | +9.8% | +6.8% | +14.0% |
| 30D | -10.9% | -12.1% | +1.3% | -8.4% |
| 3M | -31.0% | -47.9% | +16.9% | -23.5% |
| 6M | +26.0% | +74.3% | -48.2% | +4.7% |
| YTD | +28.6% | +65.9% | -37.2% | +7.0% |
| All | +8.1% | +60.4% | -52.4% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling