+201.5%
CAT vs FAST
+86.1%
+115.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.4% |
| 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% | -15.9% |
| 6M | +11.6% | +8.0% | +3.6% | +6.8% |
| YTD | +42.9% | +25.6% | +17.3% | +26.9% |
| 1Y | +95.4% | +0.8% | +94.6% | +92.5% |
| All | +201.5% | +86.1% | +115.3% | +127.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling