+28.3%
WOLF vs CLBK
+68.1%
-39.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +9.7% | +1.2% | +8.5% | +9.3% |
| 30D | +12.5% | +9.1% | +3.4% | +9.9% |
| 3M | -57.7% | +27.7% | -85.4% | -60.7% |
| 6M | +37.7% | +40.8% | -3.1% | +24.9% |
| YTD | +62.8% | +66.4% | -3.5% | +47.8% |
| All | +28.3% | +68.1% | -39.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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