+5.8%
CAT vs FAST
+36.2%
-30.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.0% | +4.2% | +5.6% |
| 7D | -2.4% | +3.8% | -6.2% | -4.3% |
| 30D | -25.0% | +8.1% | -33.1% | -28.1% |
| 3M | -28.7% | +5.8% | -34.5% | -30.9% |
| 6M | -33.0% | +24.9% | -57.8% | -41.3% |
| YTD | +5.4% | +38.9% | -33.5% | -16.1% |
| All | +5.8% | +36.2% | -30.4% | -14.8% |
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 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