+303.4%
CME vs FAST
+541.9%
-238.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +3.9% | +4.2% | -0.2% | +2.8% |
| 30D | +11.3% | +6.7% | +4.7% | +9.5% |
| 3M | +19.6% | +8.0% | +11.5% | +17.1% |
| 6M | +8.1% | +27.4% | -19.4% | +1.1% |
| YTD | +20.4% | +40.5% | -20.1% | +8.9% |
| 1Y | +16.5% | +38.4% | -21.9% | +5.7% |
| 3Y | +66.4% | +98.7% | -32.2% | +31.9% |
| 5Y | +74.5% | +106.7% | -32.2% | +34.3% |
| All | +303.4% | +541.9% | -238.5% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling