+183.3%
CAT vs FAST
+103.6%
+79.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -10.3% | +2.1% | -12.4% | -11.2% |
| 30D | -31.2% | +6.9% | -38.1% | -33.6% |
| 3M | -34.7% | +4.8% | -39.5% | -36.3% |
| 6M | -39.5% | +19.8% | -59.3% | -44.9% |
| YTD | -1.7% | +34.9% | -36.6% | -15.7% |
| 1Y | -1.1% | +32.8% | -33.9% | -14.7% |
| 3Y | +143.9% | +93.7% | +50.1% | +72.5% |
| All | +183.3% | +103.6% | +79.7% | +82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling