+90.4%
CRS vs WOLF
+51.6%
+38.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.5% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | -18.1% | -6.9% | -11.2% | -17.7% |
| 3M | -12.4% | -44.1% | +31.6% | -8.8% |
| 6M | +15.9% | +53.6% | -37.7% | +6.2% |
| YTD | +45.8% | +56.7% | -10.9% | +33.1% |
| All | +90.4% | +51.6% | +38.9% | +77.6% |
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