+23.4%
WOLF vs CAI
-18.0%
+41.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.4% | -4.3% |
| 7D | +2.4% | -3.1% | +5.5% | +3.6% |
| 30D | -6.9% | +2.7% | -9.6% | -9.0% |
| 3M | -44.1% | +41.7% | -85.8% | -52.3% |
| 6M | +53.6% | +26.5% | +27.1% | +32.8% |
| YTD | +56.7% | -10.9% | +67.6% | +50.8% |
| All | +23.4% | -18.0% | +41.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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