+6.7%
CNP vs WOLF
+45.1%
-38.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.8% | -9.4% | +0.4% |
| 7D | -4.3% | +25.3% | -29.6% | -4.1% |
| 30D | +5.7% | -14.7% | +20.4% | +5.6% |
| 3M | +0.9% | -20.5% | +21.5% | +0.7% |
| 6M | -1.1% | -43.9% | +42.9% | -1.2% |
| YTD | +8.3% | +50.0% | -41.8% | +8.3% |
| 1Y | +5.9% | +45.5% | -39.6% | +6.1% |
| All | +6.7% | +45.1% | -38.4% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling