-42.9%
CORZ vs WOLF
+18.5%
-61.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +16.8% | -13.5% | -1.9% |
| 7D | -11.2% | +8.2% | -19.5% | -13.4% |
| 30D | -26.2% | -24.2% | -2.1% | -20.2% |
| 3M | -44.1% | -13.8% | -30.4% | -42.6% |
| 6M | -52.3% | -44.8% | -7.5% | -48.4% |
| YTD | -19.2% | +36.6% | -55.9% | -35.2% |
| 1Y | -42.9% | +27.6% | -70.4% | -53.6% |
| All | -42.9% | +18.5% | -61.4% | -53.6% |
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