-45.1%
CIEN vs FAST
+5.2%
-50.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.6% |
| 7D | -24.1% | +2.1% | -26.2% | -21.9% |
| 30D | -45.5% | +6.9% | -52.4% | -40.9% |
| All | -45.1% | +5.2% | -50.3% | -41.8% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling