+688.6%
CAT vs FAST
+541.9%
+146.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +7.4% | +4.2% | +3.3% | +5.2% |
| 30D | -19.7% | +6.7% | -26.3% | -22.5% |
| 3M | -29.6% | +8.0% | -37.6% | -32.6% |
| 6M | -33.2% | +27.4% | -60.6% | -41.7% |
| YTD | +5.7% | +40.5% | -34.8% | -12.8% |
| 1Y | +9.3% | +38.4% | -29.0% | -9.0% |
| 3Y | +158.3% | +98.7% | +59.6% | +73.0% |
| 5Y | +211.6% | +106.7% | +104.9% | +99.7% |
| All | +688.6% | +541.9% | +146.8% | +180.8% |
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