+29.0%
CIEN vs FAST
+36.2%
-7.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +10.5% |
| 7D | -5.3% | +3.8% | -9.1% | -5.4% |
| 30D | -40.1% | +8.1% | -48.2% | -40.3% |
| 3M | -34.7% | +5.8% | -40.5% | -34.6% |
| 6M | -50.9% | +24.9% | -75.7% | -52.1% |
| YTD | +15.2% | +38.9% | -23.8% | +16.5% |
| All | +29.0% | +36.2% | -7.2% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling