+52.9%
CDE vs FAST
+545.6%
-492.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.5% | -7.2% |
| 7D | +14.0% | +4.8% | +9.2% | +12.1% |
| 30D | -10.7% | +8.6% | -19.3% | -13.5% |
| 3M | -15.8% | +5.7% | -21.4% | -17.6% |
| 6M | -17.5% | +25.5% | -43.0% | -24.6% |
| YTD | -14.1% | +39.6% | -53.8% | -24.6% |
| 1Y | +2.9% | +35.5% | -32.5% | -8.6% |
| 3Y | +625.5% | +96.2% | +529.3% | +448.2% |
| 5Y | +117.1% | +110.2% | +6.9% | +57.5% |
| 10Y | +52.9% | +531.8% | -478.9% | -13.3% |
| All | +52.9% | +545.6% | -492.7% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling