+7,451.3%
CME vs FAST
+3,658.7%
+3,792.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | +3.7% | +0.7% | +3.0% | +3.4% |
| 30D | +13.7% | +4.6% | +9.1% | +11.7% |
| 3M | +16.6% | +6.4% | +10.2% | +13.6% |
| 6M | +8.2% | +20.6% | -12.4% | 0.0% |
| YTD | +16.3% | +34.7% | -18.3% | +1.8% |
| 1Y | +19.1% | +29.7% | -10.6% | +5.7% |
| 3Y | +67.4% | +89.9% | -22.6% | +22.9% |
| 5Y | +71.0% | +105.0% | -34.0% | +18.8% |
| 10Y | +338.9% | +594.2% | -255.2% | +67.2% |
| All | +7,451.3% | +3,658.7% | +3,792.6% | +1,316.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling