+12.7%
CTAS vs WOLF
+47.3%
-34.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | 0.0% |
| 7D | +0.5% | +30.2% | -29.7% | +1.6% |
| 30D | +10.2% | -7.2% | +17.5% | +10.3% |
| 3M | +12.1% | -16.4% | +28.5% | +12.0% |
| 6M | +38.3% | -50.7% | +88.9% | +38.1% |
| YTD | +21.9% | +52.3% | -30.4% | +22.7% |
| 1Y | +24.0% | +35.6% | -11.6% | +24.4% |
| All | +12.7% | +47.3% | -34.6% | +12.6% |
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