+14.1%
CME vs FAST
+36.2%
-22.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.4% |
| 7D | -0.6% | +3.8% | -4.4% | -0.5% |
| 30D | +8.5% | +8.1% | +0.5% | +8.7% |
| 3M | +16.0% | +5.8% | +10.2% | +15.9% |
| 6M | +9.3% | +24.9% | -15.5% | +10.2% |
| YTD | +15.3% | +38.9% | -23.6% | +15.1% |
| All | +14.1% | +36.2% | -22.1% | +13.4% |
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 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