+25.9%
CNH vs WOLF
+60.4%
-34.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.9% | -7.4% | -5.7% |
| 7D | +8.8% | +9.8% | -1.0% | +8.2% |
| 30D | +24.7% | -12.1% | +36.8% | +25.5% |
| 3M | +27.3% | -47.9% | +75.2% | +32.7% |
| 6M | +23.2% | +74.3% | -51.1% | +14.1% |
| YTD | +48.9% | +65.9% | -17.0% | +37.8% |
| All | +25.9% | +60.4% | -34.6% | +17.3% |
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