+86.2%
CRS vs WOLF
+39.8%
+46.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.7% | +5.5% | -1.5% |
| 7D | -4.1% | -6.2% | +2.1% | -3.6% |
| 30D | -16.6% | -16.5% | -0.1% | -15.3% |
| 3M | -14.3% | -42.0% | +27.8% | -10.8% |
| 6M | +11.6% | +51.8% | -40.2% | +2.5% |
| YTD | +42.6% | +44.6% | -2.0% | +31.1% |
| All | +86.2% | +39.8% | +46.4% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling