+1,762.4%
WULF vs CDNS
+9,130.3%
-7,367.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.1% |
| 7D | +15.6% | -7.2% | +22.8% | +16.6% |
| 30D | +5.7% | -14.3% | +20.0% | +7.7% |
| 3M | -32.3% | -27.2% | -5.1% | -29.6% |
| 6M | +23.7% | -4.5% | +28.2% | +24.4% |
| YTD | +49.1% | -9.0% | +58.0% | +50.5% |
| 1Y | +66.3% | -21.3% | +87.6% | +70.5% |
| 3Y | +851.7% | +19.6% | +832.1% | +846.5% |
| 5Y | -30.9% | +71.5% | -102.5% | -32.8% |
| 10Y | +86.9% | +1,036.6% | -949.7% | +66.0% |
| All | +1,762.4% | +9,130.3% | -7,367.9% | +1,414.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS 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 CDNS 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