+4.1%
WOLF vs CNI
+37.5%
-33.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.5% | +0.9% |
| 7D | -14.5% | +3.7% | -18.2% | -15.7% |
| 30D | -32.0% | +8.1% | -40.1% | -34.3% |
| 3M | -15.8% | +1.9% | -17.6% | -16.3% |
| 6M | -36.6% | +19.2% | -55.8% | -46.6% |
| YTD | +30.9% | +32.7% | -1.8% | +1.1% |
| 1Y | +4.1% | +37.0% | -32.9% | -23.1% |
| All | +4.1% | +37.5% | -33.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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