-61.9%
CSGP vs WOLF
+13.1%
-75.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.7% | +9.0% | -2.3% |
| 7D | +13.9% | -18.4% | +32.3% | +12.7% |
| 30D | +16.0% | -36.0% | +52.0% | +13.8% |
| 3M | +6.1% | -19.2% | +25.3% | +5.5% |
| 6M | -8.2% | -44.4% | +36.3% | -11.0% |
| YTD | -52.3% | +16.9% | -69.3% | -53.9% |
| 1Y | -54.5% | +0.5% | -55.0% | -56.1% |
| All | -61.9% | +13.1% | -75.1% | -63.4% |
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