+57.5%
CVE vs WOLF
+40.4%
+17.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -10.0% | +17.0% | -27.0% | -10.1% |
| 30D | -11.9% | -14.3% | +2.5% | -11.8% |
| 3M | -5.9% | -10.5% | +4.5% | -5.9% |
| 6M | -1.6% | -43.7% | +42.2% | -0.7% |
| YTD | +66.3% | +50.7% | +15.6% | +59.7% |
| 1Y | +57.5% | +46.7% | +10.8% | +51.7% |
| All | +57.5% | +40.4% | +17.1% | +51.7% |
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