+30.7%
WOLF vs CPAY
+35.8%
-5.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.5% |
| 7D | +9.8% | +0.6% | +9.2% | +9.9% |
| 30D | -12.1% | +3.6% | -15.7% | -11.7% |
| 3M | -47.9% | +16.6% | -64.5% | -47.1% |
| 6M | +74.3% | +29.5% | +44.8% | +73.2% |
| YTD | +65.9% | +35.3% | +30.6% | +72.7% |
| All | +30.7% | +35.8% | -5.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling