+46.7%
CDE vs FAST
+4.1%
+42.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -2.0% | +1.8% | -3.8% | -2.5% |
| 30D | +15.7% | -6.4% | +22.1% | +18.2% |
| 3M | +30.5% | +5.3% | +25.2% | +28.8% |
| 6M | -7.4% | +5.4% | -12.8% | -9.4% |
| YTD | +17.9% | +23.6% | -5.7% | +16.7% |
| 1Y | +46.7% | +4.1% | +42.6% | +50.1% |
| All | +46.7% | +4.1% | +42.6% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling