-12.5%
CORZ vs WOLF
+52.0%
-64.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | +0.1% |
| 7D | +26.4% | +30.2% | -3.8% | +16.0% |
| 30D | -6.8% | -7.2% | +0.4% | -4.8% |
| 3M | -31.1% | -16.4% | -14.7% | -28.5% |
| 6M | -36.9% | -50.7% | +13.7% | -29.9% |
| YTD | -1.2% | +52.3% | -53.5% | -24.9% |
| 1Y | -12.5% | +35.6% | -48.1% | -30.8% |
| All | -12.5% | +52.0% | -64.5% | -30.8% |
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 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