+13.5%
CNH vs WOLF
+45.7%
-32.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | +4.5% | +17.0% | -12.5% | +3.4% |
| 30D | +7.6% | -14.3% | +21.9% | +8.2% |
| 3M | +17.0% | -10.5% | +27.5% | +16.9% |
| 6M | +12.9% | -43.7% | +56.7% | +15.1% |
| YTD | +34.3% | +50.7% | -16.4% | +24.3% |
| 1Y | +28.5% | +46.7% | -18.2% | +18.3% |
| All | +13.5% | +45.7% | -32.3% | +5.8% |
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