+57.9%
CNQ vs WOLF
-5.7%
+63.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.7% | +9.2% | -1.6% |
| 7D | -11.2% | -18.4% | +7.2% | -11.4% |
| 30D | +1.7% | -36.0% | +37.7% | +1.2% |
| 3M | +10.3% | -19.2% | +29.5% | +10.1% |
| 6M | +4.3% | -44.4% | +48.7% | +5.4% |
| YTD | +48.7% | +16.9% | +31.8% | +47.4% |
| 1Y | +57.9% | +0.5% | +57.4% | +57.1% |
| All | +57.9% | -5.7% | +63.6% | +57.1% |
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