+21.2%
CRS vs WOLF
+37.9%
-16.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.7% | -2.0% |
| 7D | +4.8% | +4.4% | +0.4% | +4.3% |
| 30D | -23.2% | +1.0% | -24.2% | -23.4% |
| 3M | -45.5% | -21.2% | -24.3% | -44.8% |
| 6M | -33.1% | -60.3% | +27.2% | -29.3% |
| YTD | -7.2% | +42.6% | -49.8% | -15.2% |
| 1Y | -10.0% | +36.5% | -46.5% | -17.8% |
| All | +21.2% | +37.9% | -16.8% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling