+18,766.1%
CAT vs FAST
+76,596.6%
-57,830.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.7% | -6.9% | -5.8% |
| 7D | -17.1% | +3.4% | -20.5% | -18.2% |
| 30D | -30.1% | +5.5% | -35.6% | -31.5% |
| 3M | -32.4% | +7.6% | -40.0% | -34.2% |
| 6M | -32.1% | +19.8% | -51.9% | -36.4% |
| YTD | +4.1% | +35.5% | -31.4% | -6.5% |
| 1Y | +8.9% | +31.6% | -22.7% | -1.2% |
| 3Y | +155.5% | +91.0% | +64.4% | +102.9% |
| 5Y | +215.5% | +105.1% | +110.4% | +142.4% |
| 10Y | +788.9% | +598.2% | +190.6% | +357.6% |
| All | +18,766.1% | +76,596.6% | -57,830.5% | +3,988.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling