+13.9%
WOLF vs CRL
+83.3%
-69.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.9% | -5.8% | -7.5% |
| 7D | -6.2% | -6.9% | +0.7% | -5.3% |
| 30D | -16.5% | -3.2% | -13.3% | -16.1% |
| 3M | -42.0% | +46.5% | -88.6% | -46.4% |
| 6M | +51.8% | +63.1% | -11.3% | +34.4% |
| YTD | +44.6% | +36.9% | +7.7% | +35.6% |
| All | +13.9% | +83.3% | -69.4% | -1.9% |
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