+299.5%
CME vs FAST
+606.6%
-307.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.2% |
| 7D | -0.6% | +3.8% | -4.4% | -1.5% |
| 30D | +8.5% | +8.1% | +0.5% | +6.3% |
| 3M | +16.0% | +5.8% | +10.2% | +14.2% |
| 6M | +9.3% | +24.9% | -15.5% | +2.8% |
| YTD | +15.3% | +38.9% | -23.6% | +4.5% |
| 1Y | +14.4% | +36.5% | -22.1% | +4.1% |
| 3Y | +59.9% | +98.1% | -38.2% | +26.5% |
| 5Y | +69.4% | +109.3% | -39.9% | +29.4% |
| 10Y | +299.5% | +547.9% | -248.4% | +93.4% |
| All | +299.5% | +606.6% | -307.1% | +93.4% |
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