+1,026.6%
CDNS vs FAST
+506.5%
+520.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.4% |
| 7D | -14.0% | -0.4% | -13.6% | -13.9% |
| 30D | -13.2% | -0.8% | -12.4% | -12.9% |
| 3M | -28.9% | +5.8% | -34.7% | -31.1% |
| 6M | -4.2% | +8.0% | -12.2% | -9.0% |
| YTD | -6.4% | +25.6% | -32.0% | -18.2% |
| 1Y | -16.2% | +0.8% | -17.0% | -18.3% |
| 3Y | +20.2% | +86.1% | -65.9% | -17.5% |
| 5Y | +76.6% | +100.2% | -23.6% | +16.5% |
| All | +1,026.6% | +506.5% | +520.1% | +412.9% |
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