-23.6%
CRCL vs WOLF
+57.5%
-81.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.8% | -2.1% |
| 7D | +17.1% | +9.7% | +7.4% | +15.3% |
| 30D | +61.3% | +12.5% | +48.7% | +56.3% |
| 3M | +12.7% | -57.7% | +70.4% | +26.6% |
| 6M | -3.1% | +37.7% | -40.7% | -13.8% |
| YTD | +28.7% | +62.8% | -34.1% | +11.0% |
| All | -23.6% | +57.5% | -81.1% | -30.5% |
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