+192.1%
CAT vs FAST
+102.7%
+89.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -14.5% | +0.7% | -15.1% | -14.8% |
| 30D | -35.7% | +4.6% | -40.4% | -37.3% |
| 3M | -36.3% | +6.4% | -42.6% | -38.4% |
| 6M | -38.5% | +20.6% | -59.1% | -44.3% |
| YTD | -2.5% | +34.7% | -37.2% | -16.4% |
| 1Y | -1.9% | +29.7% | -31.6% | -14.4% |
| 3Y | +139.2% | +89.9% | +49.3% | +70.8% |
| 5Y | +192.1% | +105.0% | +87.2% | +89.8% |
| All | +192.1% | +102.7% | +89.5% | +89.8% |
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 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