+304.6%
CIEN vs FAST
+103.6%
+201.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | -24.1% | +2.1% | -26.2% | -24.8% |
| 30D | -45.5% | +6.9% | -52.4% | -47.1% |
| 3M | -39.7% | +4.8% | -44.6% | -41.1% |
| 6M | -57.8% | +19.8% | -77.6% | -61.4% |
| YTD | +4.1% | +34.9% | -30.8% | -10.7% |
| 1Y | +20.8% | +32.8% | -12.0% | +4.3% |
| 3Y | +463.1% | +93.7% | +369.4% | +281.8% |
| All | +304.6% | +103.6% | +201.0% | +152.3% |
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