+105.3%
FAST vs CDW
-10.5%
+115.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.4% |
| 7D | +2.1% | +2.1% | 0.0% | +1.3% |
| 30D | +6.9% | +14.7% | -7.9% | +2.6% |
| 3M | +4.8% | +11.1% | -6.3% | +0.9% |
| 6M | +19.8% | +45.6% | -25.8% | +4.8% |
| YTD | +34.9% | +17.1% | +17.8% | +24.4% |
| 1Y | +32.8% | +13.2% | +19.6% | +23.9% |
| 3Y | +93.7% | -22.2% | +115.9% | +101.8% |
| All | +105.3% | -10.5% | +115.8% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling