+87.9%
CIEN vs FAST
+7,477.9%
-7,389.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | -24.1% | +2.1% | -26.2% | -25.0% |
| 30D | -45.5% | +6.9% | -52.4% | -47.6% |
| 3M | -39.7% | +4.8% | -44.6% | -41.6% |
| 6M | -57.8% | +19.8% | -77.6% | -62.2% |
| YTD | +4.1% | +34.9% | -30.8% | -13.3% |
| 1Y | +20.8% | +32.8% | -12.0% | +1.5% |
| 3Y | +463.1% | +93.7% | +369.4% | +276.6% |
| 5Y | +302.3% | +105.3% | +197.0% | +157.4% |
| 10Y | +1,164.4% | +595.4% | +569.0% | +302.4% |
| All | +87.9% | +7,477.9% | -7,389.9% | -79.3% |
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 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