+1,199.9%
CDNS vs FAST
+541.5%
+658.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | -0.1% | +4.3% | -4.4% | -2.1% |
| 30D | -5.5% | +8.3% | -13.8% | -9.3% |
| 3M | +0.5% | +6.5% | -5.9% | -2.7% |
| 6M | -9.6% | +29.5% | -39.1% | -21.0% |
| YTD | +5.3% | +41.3% | -35.9% | -13.5% |
| 1Y | +3.4% | +37.4% | -34.0% | -13.9% |
| 3Y | +25.9% | +98.5% | -72.6% | -16.5% |
| 5Y | +85.8% | +111.1% | -25.3% | +18.1% |
| 10Y | +1,199.9% | +548.6% | +651.3% | +444.0% |
| All | +1,199.9% | +541.5% | +658.4% | +444.0% |
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 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