+6,717.9%
CDNS vs FAST
+79,969.4%
-73,251.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +7.0% | +5.0% | +2.0% | +5.1% |
| 30D | -0.3% | +8.6% | -8.8% | -3.4% |
| 3M | +3.2% | +6.9% | -3.8% | +0.4% |
| 6M | -6.9% | +29.6% | -36.5% | -16.0% |
| YTD | +6.6% | +41.4% | -34.8% | -7.9% |
| 1Y | +5.6% | +38.5% | -32.9% | -8.0% |
| 3Y | +27.4% | +98.7% | -71.3% | -4.7% |
| 5Y | +83.7% | +108.0% | -24.3% | +35.3% |
| 10Y | +1,215.9% | +549.3% | +666.6% | +523.1% |
| All | +6,717.9% | +79,969.4% | -73,251.5% | +505.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling