+79.1%
CME vs FAST
+100.5%
-21.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.4% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +6.2% | -0.8% | +7.0% | +6.3% |
| 3M | +10.4% | +5.8% | +4.7% | +9.4% |
| 6M | -9.5% | +8.0% | -17.5% | -10.9% |
| YTD | +6.0% | +25.6% | -19.6% | +1.4% |
| 1Y | +9.3% | +0.8% | +8.5% | +8.8% |
| 3Y | +57.7% | +86.1% | -28.4% | +33.6% |
| All | +79.1% | +100.5% | -21.4% | +44.0% |
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 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