+137.3%
CDE vs FAST
+110.9%
+26.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.4% | +4.9% |
| 7D | +23.5% | +3.8% | +19.7% | +21.4% |
| 30D | -4.0% | +8.1% | -12.0% | -7.6% |
| 3M | -5.4% | +5.8% | -11.2% | -8.1% |
| 6M | -11.3% | +24.9% | -36.1% | -21.0% |
| YTD | -7.6% | +38.9% | -46.6% | -22.1% |
| 1Y | +12.1% | +36.5% | -24.4% | -4.6% |
| 3Y | +652.0% | +98.1% | +553.8% | +388.0% |
| 5Y | +137.3% | +109.3% | +28.0% | +34.0% |
| All | +137.3% | +110.9% | +26.4% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling