+725.3%
CAT vs FAST
+586.8%
+138.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -10.3% | +2.1% | -12.4% | -11.3% |
| 30D | -31.2% | +6.9% | -38.1% | -33.8% |
| 3M | -34.7% | +4.8% | -39.5% | -36.5% |
| 6M | -39.5% | +19.8% | -59.3% | -45.5% |
| YTD | -1.7% | +34.9% | -36.6% | -17.2% |
| 1Y | -1.1% | +32.8% | -33.9% | -16.1% |
| 3Y | +143.9% | +93.7% | +50.1% | +64.7% |
| 5Y | +194.8% | +105.3% | +89.5% | +88.4% |
| All | +725.3% | +586.8% | +138.5% | +153.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling