+1,261.7%
CIEN vs FAST
+541.5%
+720.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.2% |
| 7D | +8.7% | +4.3% | +4.5% | +6.8% |
| 30D | -26.9% | +8.3% | -35.2% | -29.7% |
| 3M | -23.6% | +6.5% | -30.1% | -26.1% |
| 6M | -49.1% | +29.5% | -78.6% | -55.6% |
| YTD | +26.6% | +41.3% | -14.7% | +4.7% |
| 1Y | +42.7% | +37.4% | +5.3% | +19.6% |
| 3Y | +570.8% | +98.5% | +472.3% | +350.6% |
| 5Y | +386.4% | +111.1% | +275.3% | +211.1% |
| 10Y | +1,261.7% | +548.6% | +713.2% | +418.8% |
| All | +1,261.7% | +541.5% | +720.3% | +418.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling