+19.2%
CDNS vs FAST
+86.1%
-66.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.2% |
| 7D | -14.0% | -0.4% | -13.6% | -13.9% |
| 30D | -13.2% | -0.8% | -12.4% | -13.0% |
| 3M | -28.9% | +5.8% | -34.7% | -30.2% |
| 6M | -4.2% | +8.0% | -12.2% | -7.3% |
| YTD | -6.4% | +25.6% | -32.0% | -15.0% |
| 1Y | -16.2% | +0.8% | -17.0% | -16.7% |
| All | +19.2% | +86.1% | -66.9% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling