+8.3%
CNP vs WOLF
-3.0%
+11.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.5% |
| 7D | -1.3% | -14.5% | +13.1% | -1.5% |
| 30D | +8.7% | -32.0% | +40.7% | +8.5% |
| 3M | -0.7% | -15.8% | +15.1% | -0.7% |
| 6M | -4.2% | -36.6% | +32.4% | -4.3% |
| YTD | +8.9% | +30.9% | -22.0% | +8.0% |
| 1Y | +8.3% | +4.1% | +4.3% | +7.1% |
| All | +8.3% | -3.0% | +11.4% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling