+8.9%
CAT vs FAST
+32.0%
-23.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -6.1% |
| 7D | -17.1% | +3.4% | -20.5% | -18.6% |
| 30D | -30.1% | +5.5% | -35.6% | -32.2% |
| 3M | -32.4% | +7.6% | -40.0% | -35.2% |
| 6M | -32.1% | +19.8% | -51.9% | -39.2% |
| YTD | +4.1% | +35.5% | -31.4% | -16.0% |
| 1Y | +8.9% | +31.6% | -22.7% | -10.9% |
| All | +8.9% | +32.0% | -23.1% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling