+16.5%
CME vs FAST
+38.3%
-21.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +3.9% | +4.2% | -0.2% | +4.0% |
| 30D | +11.3% | +6.7% | +4.7% | +11.4% |
| 3M | +19.6% | +8.0% | +11.5% | +19.5% |
| 6M | +8.1% | +27.4% | -19.4% | +9.0% |
| YTD | +20.4% | +40.5% | -20.1% | +19.7% |
| 1Y | +16.5% | +38.4% | -21.9% | +15.0% |
| All | +16.5% | +38.3% | -21.8% | +15.0% |
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