-32.2%
CRCL vs WOLF
+44.0%
-76.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.2% |
| 7D | -11.2% | -8.6% | -2.6% | -9.8% |
| 30D | +27.1% | -18.3% | +45.4% | +31.1% |
| 3M | +9.6% | -43.1% | +52.7% | +17.1% |
| 6M | -19.7% | +42.4% | -62.1% | -28.7% |
| YTD | +14.2% | +48.9% | -34.6% | 0.0% |
| All | -32.2% | +44.0% | -76.2% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling