+30.9%
CTVA vs WOLF
+57.5%
-26.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.6% | -6.5% | -0.9% |
| 7D | +4.9% | +9.7% | -4.7% | +4.8% |
| 30D | +11.9% | +12.5% | -0.6% | +11.5% |
| 3M | +13.7% | -57.7% | +71.4% | +16.2% |
| 6M | +13.1% | +37.7% | -24.5% | +9.0% |
| YTD | +32.0% | +62.8% | -30.9% | +25.6% |
| All | +30.9% | +57.5% | -26.6% | +24.9% |
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