+17,564.5%
CAT vs FAST
+76,149.7%
-58,585.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.2% |
| 7D | -14.5% | +0.7% | -15.1% | -14.7% |
| 30D | -35.7% | +4.6% | -40.4% | -36.8% |
| 3M | -36.3% | +6.4% | -42.6% | -37.8% |
| 6M | -38.5% | +20.6% | -59.1% | -42.5% |
| YTD | -2.5% | +34.7% | -37.2% | -12.3% |
| 1Y | -1.9% | +29.7% | -31.6% | -10.6% |
| 3Y | +139.2% | +89.9% | +49.3% | +90.3% |
| 5Y | +192.1% | +105.0% | +87.2% | +124.5% |
| 10Y | +732.3% | +594.2% | +138.1% | +329.3% |
| All | +17,564.5% | +76,149.7% | -58,585.2% | +3,736.2% |
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 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