+90.5%
CRS vs WOLF
+60.4%
+30.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.7% |
| 7D | -3.1% | +9.8% | -12.8% | -3.9% |
| 30D | -19.6% | -12.1% | -7.5% | -18.9% |
| 3M | -8.1% | -47.9% | +39.8% | -3.9% |
| 6M | +18.6% | +74.3% | -55.7% | +7.5% |
| YTD | +45.9% | +65.9% | -20.0% | +32.4% |
| All | +90.5% | +60.4% | +30.0% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling