+477.0%
CIEN vs FAST
+100.5%
+376.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.8% |
| 7D | -15.2% | -0.4% | -14.8% | -15.1% |
| 30D | -21.5% | -0.8% | -20.7% | -21.3% |
| 3M | -40.1% | +5.8% | -45.8% | -41.8% |
| 6M | -6.6% | +8.0% | -14.5% | -10.4% |
| YTD | +37.3% | +25.6% | +11.6% | +21.6% |
| 1Y | +174.5% | +0.8% | +173.7% | +170.0% |
| 3Y | +562.3% | +86.1% | +476.2% | +354.5% |
| All | +477.0% | +100.5% | +376.5% | +265.0% |
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