+9.3%
CAT vs FAST
+38.3%
-29.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +7.4% | +4.2% | +3.3% | +5.3% |
| 30D | -19.7% | +6.7% | -26.3% | -22.4% |
| 3M | -29.6% | +8.0% | -37.6% | -32.5% |
| 6M | -33.2% | +27.4% | -60.6% | -42.0% |
| YTD | +5.7% | +40.5% | -34.8% | -16.1% |
| 1Y | +9.3% | +38.4% | -29.0% | -12.4% |
| All | +9.3% | +38.3% | -29.0% | -12.4% |
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