+69.4%
CME vs FAST
+110.9%
-41.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.9% |
| 7D | -0.6% | +3.8% | -4.4% | -1.1% |
| 30D | +8.5% | +8.1% | +0.5% | +7.3% |
| 3M | +16.0% | +5.8% | +10.2% | +15.0% |
| 6M | +9.3% | +24.9% | -15.5% | +5.8% |
| YTD | +15.3% | +38.9% | -23.6% | +8.9% |
| 1Y | +14.4% | +36.5% | -22.1% | +8.4% |
| 3Y | +59.9% | +98.1% | -38.2% | +36.0% |
| 5Y | +69.4% | +109.3% | -39.9% | +38.5% |
| All | +69.4% | +110.9% | -41.4% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling