+59.5%
CNQ vs WOLF
+44.0%
+15.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -0.5% |
| 7D | +0.1% | -8.6% | +8.7% | +0.1% |
| 30D | +6.2% | -18.3% | +24.5% | +6.1% |
| 3M | +12.4% | -43.1% | +55.4% | +12.3% |
| 6M | +9.0% | +42.4% | -33.4% | +8.3% |
| YTD | +52.2% | +48.9% | +3.3% | +50.0% |
| All | +59.5% | +44.0% | +15.5% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling