+17.3%
WOLF vs CPAY
+36.2%
-18.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.0% | +3.0% |
| 7D | -8.6% | -2.0% | -6.6% | -8.8% |
| 30D | -18.3% | -0.4% | -17.9% | -18.2% |
| 3M | -43.1% | +16.4% | -59.4% | -42.2% |
| 6M | +42.4% | +23.5% | +18.9% | +41.9% |
| YTD | +48.9% | +35.7% | +13.2% | +55.0% |
| All | +17.3% | +36.2% | -18.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 5y: compounded portfolio wealth divided by compounded CPAY 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…
5y analysis · Full analysis span regression · 6 months rolling