+19.6%
CME vs FAST
+32.0%
-12.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.4% |
| 7D | +4.8% | +3.4% | +1.4% | +4.9% |
| 30D | +14.2% | +5.5% | +8.7% | +14.3% |
| 3M | +17.9% | +7.6% | +10.3% | +18.1% |
| 6M | +7.2% | +19.8% | -12.6% | +8.0% |
| YTD | +16.7% | +35.5% | -18.7% | +17.1% |
| 1Y | +19.6% | +31.6% | -12.1% | +19.6% |
| All | +19.6% | +32.0% | -12.4% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling