+28.3%
WOLF vs CRL
+93.7%
-65.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.8% |
| 7D | +9.7% | -1.0% | +10.7% | +9.8% |
| 30D | +12.5% | +10.7% | +1.9% | +10.9% |
| 3M | -57.7% | +55.3% | -113.0% | -61.2% |
| 6M | +37.7% | +60.7% | -23.0% | +23.9% |
| YTD | +62.8% | +44.6% | +18.2% | +51.6% |
| All | +28.3% | +93.7% | -65.4% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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