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  • CDE vs FAST✓SelectedUSD · FASTCDE vs FAST performance historyLatest closeAs of-2.73%09/08
Stock and ETF performance explorer

CDE vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+835.9%
FAST return
+91.5%
Excess return
+744.4%
Maximum drawdown
-47.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
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