-31.6%
CRCL vs WOLF
-3.0%
-28.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | -6.8% | -14.5% | +7.6% | -4.2% |
| 30D | -8.6% | -32.0% | +23.4% | -2.7% |
| 3M | +20.3% | -15.8% | +36.1% | +21.5% |
| 6M | -36.3% | -36.6% | +0.3% | -34.5% |
| YTD | -4.0% | +30.9% | -34.9% | -12.9% |
| 1Y | -31.6% | +4.1% | -35.6% | -38.9% |
| All | -31.6% | -3.0% | -28.6% | -38.9% |
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