+5,887.0%
CDNS vs FAST
+71,032.6%
-65,145.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.7% | -4.3% |
| 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% | -30.6% |
| 6M | -4.2% | +8.0% | -12.2% | -7.8% |
| YTD | -6.4% | +25.6% | -32.0% | -15.3% |
| 1Y | -16.2% | +0.8% | -17.0% | -17.8% |
| 3Y | +20.2% | +86.1% | -65.9% | -7.9% |
| 5Y | +76.6% | +100.2% | -23.6% | +32.2% |
| 10Y | +1,029.7% | +494.2% | +535.5% | +452.3% |
| All | +5,887.0% | +71,032.6% | -65,145.5% | +456.2% |
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