-23.5%
CRCL vs WOLF
+47.4%
-70.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +21.3% |
| 6M | -23.5% | +51.8% | -75.3% | -33.0% |
| All | -23.5% | +47.4% | -70.9% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling