+93.4%
FAST vs CDW
-21.1%
+114.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.6% | +0.5% |
| 7D | +0.7% | -4.1% | +4.8% | +1.2% |
| 30D | +4.6% | +16.7% | -12.1% | +1.5% |
| 3M | +6.4% | +13.6% | -7.2% | +3.3% |
| 6M | +20.6% | +17.0% | +3.6% | +15.1% |
| YTD | +34.7% | +18.1% | +16.5% | +27.4% |
| 1Y | +29.7% | +10.5% | +19.2% | +25.0% |
| All | +93.4% | -21.1% | +114.5% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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