-16.8%
CRH vs WOLF
+57.5%
-74.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.6% | -3.2% | +2.1% |
| 7D | -1.7% | +9.7% | -11.3% | -2.2% |
| 30D | -5.4% | +12.5% | -17.9% | -6.2% |
| 3M | -11.2% | -57.7% | +46.5% | -7.1% |
| 6M | -15.8% | +37.7% | -53.5% | -23.2% |
| YTD | -23.6% | +62.8% | -86.5% | -31.8% |
| All | -16.8% | +57.5% | -74.3% | -25.2% |
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