+25.2%
WOLF vs CRL
+130.1%
-104.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +21.5% | +5.0% | +16.4% | +20.1% |
| 30D | -1.2% | +13.5% | -14.8% | -2.6% |
| 3M | -8.2% | +21.5% | -29.7% | -10.4% |
| 6M | -45.0% | +103.4% | -148.4% | -51.9% |
| YTD | +59.0% | +71.8% | -12.8% | +44.9% |
| 1Y | +59.1% | +97.5% | -38.4% | +36.2% |
| All | +25.2% | +130.1% | -104.9% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling