-21.9%
CRH vs WOLF
+44.0%
-65.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.8% |
| 7D | -6.1% | -8.6% | +2.5% | -5.6% |
| 30D | -9.3% | -18.3% | +9.0% | -8.4% |
| 3M | -15.2% | -43.1% | +27.9% | -13.0% |
| 6M | -14.2% | +42.4% | -56.6% | -22.1% |
| YTD | -28.3% | +48.9% | -77.1% | -35.6% |
| All | -21.9% | +44.0% | -65.9% | -29.4% |
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