-54.6%
CSGP vs WOLF
+18.5%
-73.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +16.8% | -21.5% | -3.4% |
| 7D | +1.3% | +8.2% | -7.0% | +2.1% |
| 30D | +10.7% | -24.2% | +34.9% | +9.8% |
| 3M | +3.3% | -13.8% | +17.1% | +3.4% |
| 6M | -10.3% | -44.8% | +34.4% | -12.5% |
| YTD | -54.6% | +36.6% | -91.2% | -56.3% |
| 1Y | -54.6% | +27.6% | -82.2% | -56.5% |
| All | -54.6% | +18.5% | -73.1% | -56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling