+386.4%
CIEN vs FAST
+113.6%
+272.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.2% | +7.6% | +8.3% |
| 7D | +8.7% | +4.3% | +4.5% | +7.1% |
| 30D | -26.9% | +8.3% | -35.2% | -29.3% |
| 3M | -23.6% | +6.5% | -30.1% | -25.7% |
| 6M | -49.1% | +29.5% | -78.6% | -54.9% |
| YTD | +26.6% | +41.3% | -14.7% | +6.7% |
| 1Y | +42.7% | +37.4% | +5.3% | +21.8% |
| 3Y | +570.8% | +98.5% | +472.3% | +352.7% |
| 5Y | +386.4% | +111.1% | +275.3% | +205.0% |
| All | +386.4% | +113.6% | +272.9% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling