+147.9%
CIEN vs FAST
+6,957.3%
-6,809.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.7% |
| 7D | -15.2% | -0.4% | -14.8% | -15.2% |
| 30D | -21.5% | -0.8% | -20.7% | -21.3% |
| 3M | -40.1% | +5.8% | -45.8% | -42.3% |
| 6M | -6.6% | +8.0% | -14.5% | -11.1% |
| YTD | +37.3% | +25.6% | +11.6% | +19.3% |
| 1Y | +174.5% | +0.8% | +173.7% | +166.1% |
| 3Y | +562.3% | +86.1% | +476.2% | +352.8% |
| 5Y | +463.9% | +100.2% | +363.7% | +266.9% |
| 10Y | +1,302.4% | +494.2% | +808.2% | +387.4% |
| All | +147.9% | +6,957.3% | -6,809.4% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling