+1,157.5%
CDNS vs FAST
+586.8%
+570.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.6% |
| 7D | -2.4% | +2.1% | -4.5% | -3.4% |
| 30D | -10.2% | +6.9% | -17.0% | -13.2% |
| 3M | -5.5% | +4.8% | -10.3% | -7.8% |
| 6M | -9.9% | +19.8% | -29.6% | -18.0% |
| YTD | +2.3% | +34.9% | -32.5% | -13.8% |
| 1Y | -1.4% | +32.8% | -34.2% | -16.3% |
| 3Y | +28.1% | +93.7% | -65.7% | -13.6% |
| 5Y | +79.7% | +105.3% | -25.6% | +16.7% |
| All | +1,157.5% | +586.8% | +570.7% | +497.4% |
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 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