-16.0%
CDNS vs WOLF
+57.5%
-73.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.6% | -9.6% | -4.5% |
| 7D | -14.0% | +9.7% | -23.7% | -14.8% |
| 30D | -13.2% | +12.5% | -25.7% | -14.6% |
| 3M | -28.9% | -57.7% | +28.8% | -24.2% |
| 6M | -4.2% | +37.7% | -41.9% | -10.8% |
| YTD | -6.4% | +62.8% | -69.2% | -14.5% |
| All | -16.0% | +57.5% | -73.5% | -22.6% |
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