-32.4%
CRCL vs WOLF
+39.8%
-72.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.7% | +4.9% | -1.5% |
| 7D | -12.5% | -6.2% | -6.3% | -11.6% |
| 30D | +26.9% | -16.5% | +43.4% | +30.3% |
| 3M | +14.4% | -42.0% | +56.5% | +21.8% |
| 6M | -23.5% | +51.8% | -75.3% | -32.9% |
| YTD | +13.9% | +44.6% | -30.7% | +0.3% |
| All | -32.4% | +39.8% | -72.3% | -37.2% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling