+835.9%
CDE vs FAST
+91.5%
+744.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +2.3% | +1.3% | +1.0% | +1.7% |
| 30D | +18.8% | -4.7% | +23.5% | +21.0% |
| 3M | +23.5% | +7.9% | +15.6% | +20.0% |
| 6M | -8.6% | +7.4% | -16.1% | -11.4% |
| YTD | +16.0% | +25.1% | -9.1% | +7.1% |
| 1Y | +42.1% | +4.7% | +37.4% | +39.1% |
| 3Y | +835.9% | +94.7% | +741.2% | +569.4% |
| All | +835.9% | +91.5% | +744.4% | +569.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling