+1,209.3%
CDNS vs FAST
+534.0%
+675.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.7% |
| 7D | +2.4% | +4.8% | -2.4% | +0.1% |
| 30D | -6.0% | +8.6% | -14.6% | -9.9% |
| 3M | -0.1% | +5.7% | -5.8% | -3.0% |
| 6M | -8.6% | +25.5% | -34.0% | -18.9% |
| YTD | +6.1% | +39.6% | -33.5% | -12.3% |
| 1Y | +0.8% | +35.5% | -34.7% | -15.4% |
| 3Y | +26.8% | +96.2% | -69.4% | -15.4% |
| 5Y | +86.9% | +110.2% | -23.3% | +19.1% |
| All | +1,209.3% | +534.0% | +675.3% | +451.2% |
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