+1,134.9%
CAT vs FAST
+492.5%
+642.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.3% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -6.6% | -0.8% | -5.8% | -6.3% |
| 3M | -13.3% | +5.8% | -19.0% | -16.2% |
| 6M | +11.6% | +8.0% | +3.6% | +6.5% |
| YTD | +42.9% | +25.6% | +17.3% | +25.5% |
| 1Y | +95.4% | +0.8% | +94.6% | +92.0% |
| 3Y | +196.6% | +86.1% | +110.5% | +105.0% |
| 5Y | +321.7% | +100.2% | +221.4% | +173.6% |
| All | +1,134.9% | +492.5% | +642.4% | +327.2% |
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 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