+30.7%
WOLF vs CRL
+88.5%
-57.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.2% |
| 7D | +9.8% | -0.6% | +10.3% | +9.8% |
| 30D | -12.1% | +5.0% | -17.1% | -12.8% |
| 3M | -47.9% | +50.6% | -98.5% | -52.0% |
| 6M | +74.3% | +60.9% | +13.4% | +55.9% |
| YTD | +65.9% | +40.7% | +25.1% | +55.0% |
| All | +30.7% | +88.5% | -57.9% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling