-17.0%
CDNS vs WOLF
+44.0%
-61.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.0% | -1.4% | +1.3% |
| 7D | -1.1% | -8.6% | +7.4% | -0.4% |
| 30D | -10.4% | -18.3% | +7.8% | -9.0% |
| 3M | -24.6% | -43.1% | +18.5% | -21.7% |
| 6M | -1.6% | +42.4% | -44.0% | -8.6% |
| YTD | -7.4% | +48.9% | -56.3% | -14.8% |
| All | -17.0% | +44.0% | -61.0% | -22.9% |
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