-24.8%
CPB vs WOLF
+53.6%
-78.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.8% | -0.9% |
| 7D | -4.1% | +21.5% | -25.5% | -2.8% |
| 30D | +16.9% | -1.2% | +18.2% | +17.5% |
| 3M | -0.6% | -8.2% | +7.6% | 0.0% |
| 6M | +11.4% | -45.0% | +56.4% | +10.5% |
| YTD | -14.8% | +59.0% | -73.8% | -10.5% |
| 1Y | -24.8% | +59.1% | -83.8% | -21.1% |
| All | -24.8% | +53.6% | -78.4% | -21.1% |
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