+2.2%
CDNS vs WOLF
+29.9%
-27.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.3% | +3.2% | -2.3% |
| 7D | +1.0% | +4.4% | -3.4% | +0.4% |
| 30D | -2.0% | +1.0% | -3.0% | -2.5% |
| 3M | -0.2% | -21.2% | +21.0% | +1.0% |
| 6M | -8.9% | -60.3% | +51.4% | -3.1% |
| YTD | +3.3% | +42.6% | -39.3% | -6.8% |
| 1Y | +2.2% | +36.5% | -34.3% | -7.6% |
| All | +2.2% | +29.9% | -27.6% | -7.6% |
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