+674.0%
CAT vs FAST
+545.6%
+128.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.7% |
| 7D | -6.3% | +4.8% | -11.1% | -8.6% |
| 30D | -26.8% | +8.6% | -35.4% | -30.1% |
| 3M | -30.0% | +5.7% | -35.7% | -32.3% |
| 6M | -34.6% | +25.5% | -60.1% | -42.5% |
| YTD | +2.9% | +39.6% | -36.7% | -14.8% |
| 1Y | +3.3% | +35.5% | -32.2% | -13.1% |
| 3Y | +153.7% | +96.2% | +57.5% | +71.0% |
| 5Y | +207.3% | +110.2% | +97.1% | +95.0% |
| 10Y | +674.0% | +531.8% | +142.2% | +173.2% |
| All | +674.0% | +545.6% | +128.4% | +173.2% |
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