+25,808.1%
CAT vs FAST
+71,032.6%
-45,224.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +1.0% | +1.5% |
| 7D | +1.7% | -0.4% | +2.1% | +1.8% |
| 30D | -6.6% | -0.8% | -5.8% | -6.4% |
| 3M | -13.3% | +5.8% | -19.0% | -15.1% |
| 6M | +11.6% | +8.0% | +3.6% | +8.5% |
| YTD | +42.9% | +25.6% | +17.3% | +32.0% |
| 1Y | +95.4% | +0.8% | +94.6% | +93.6% |
| 3Y | +196.6% | +86.1% | +110.5% | +137.8% |
| 5Y | +321.7% | +100.2% | +221.4% | +227.2% |
| 10Y | +1,140.8% | +494.2% | +646.6% | +573.5% |
| All | +25,808.1% | +71,032.6% | -45,224.5% | +5,670.6% |
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