+63.2%
CME vs FAST
+91.8%
-28.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.9% | +2.1% | -1.2% | +0.9% |
| 30D | +13.2% | +6.9% | +6.3% | +13.0% |
| 3M | +16.3% | +4.8% | +11.4% | +16.1% |
| 6M | +7.1% | +19.8% | -12.6% | +6.7% |
| YTD | +15.8% | +34.9% | -19.1% | +14.5% |
| 1Y | +17.1% | +32.8% | -15.7% | +15.8% |
| 3Y | +63.2% | +93.7% | -30.6% | +61.5% |
| All | +63.2% | +91.8% | -28.6% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling