-54.9%
CPNG vs WOLF
+60.4%
-115.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.2% |
| 7D | -6.3% | +9.8% | -16.0% | -6.7% |
| 30D | -8.7% | -12.1% | +3.4% | -8.3% |
| 3M | -2.4% | -47.9% | +45.5% | -1.2% |
| 6M | -22.3% | +74.3% | -96.6% | -29.5% |
| YTD | -37.2% | +65.9% | -103.1% | -42.9% |
| All | -54.9% | +60.4% | -115.3% | -58.7% |
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 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