+13.9%
WOLF vs CLBK
+65.8%
-51.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +0.5% | -8.3% | -7.9% |
| 7D | -6.2% | -1.4% | -4.9% | -5.9% |
| 30D | -16.5% | +4.5% | -21.0% | -17.5% |
| 3M | -42.0% | +22.8% | -64.8% | -45.3% |
| 6M | +51.8% | +43.4% | +8.4% | +37.6% |
| YTD | +44.6% | +64.1% | -19.5% | +31.7% |
| All | +13.9% | +65.8% | -51.9% | +4.8% |
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