+1,242.9%
CDNS vs FAST
+606.6%
+636.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +3.7% |
| 7D | +2.1% | +3.8% | -1.7% | +0.3% |
| 30D | -4.6% | +8.1% | -12.7% | -8.3% |
| 3M | -0.8% | +5.8% | -6.6% | -3.7% |
| 6M | -7.2% | +24.9% | -32.1% | -17.4% |
| YTD | +7.7% | +38.9% | -31.3% | -10.7% |
| 1Y | +3.5% | +36.5% | -32.9% | -13.4% |
| 3Y | +31.2% | +98.1% | -66.9% | -12.8% |
| 5Y | +84.5% | +109.3% | -24.8% | +18.1% |
| 10Y | +1,242.9% | +547.9% | +695.0% | +499.6% |
| All | +1,242.9% | +606.6% | +636.3% | +499.6% |
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