+84.2%
CAH vs WOLF
+37.9%
+46.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.3% | +7.4% | +0.9% |
| 7D | +3.5% | +4.4% | -0.9% | +3.6% |
| 30D | +13.5% | +1.0% | +12.4% | +13.7% |
| 3M | +21.8% | -21.2% | +43.0% | +21.4% |
| 6M | +51.5% | -60.3% | +111.9% | +49.0% |
| YTD | +38.1% | +42.6% | -4.5% | +43.0% |
| 1Y | +37.7% | +36.5% | +1.2% | +42.5% |
| All | +84.2% | +37.9% | +46.2% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 5y: compounded portfolio wealth divided by compounded WOLF 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…
5y analysis · Full analysis span regression · 6 months rolling