+1,184.7%
CIEN vs FAST
+545.6%
+639.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -9.3% | +4.8% | -14.1% | -11.2% |
| 30D | -39.5% | +8.6% | -48.1% | -42.0% |
| 3M | -29.8% | +5.7% | -35.5% | -31.9% |
| 6M | -50.4% | +25.5% | -75.8% | -56.1% |
| YTD | +16.3% | +39.6% | -23.3% | -3.2% |
| 1Y | +30.4% | +35.5% | -5.1% | +10.0% |
| 3Y | +516.6% | +96.2% | +420.4% | +316.6% |
| 5Y | +349.8% | +110.2% | +239.6% | +188.2% |
| 10Y | +1,184.7% | +531.8% | +652.9% | +427.4% |
| All | +1,184.7% | +545.6% | +639.1% | +427.4% |
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 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