+409.0%
CSX vs FAST
+545.6%
-136.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | +0.7% | +4.8% | -4.1% | -1.7% |
| 30D | +8.1% | +8.6% | -0.5% | +3.4% |
| 3M | +2.2% | +5.7% | -3.5% | -0.9% |
| 6M | +14.6% | +25.5% | -10.9% | +1.2% |
| YTD | +42.2% | +39.6% | +2.6% | +17.8% |
| 1Y | +47.3% | +35.5% | +11.8% | +23.9% |
| 3Y | +73.5% | +96.2% | -22.7% | +16.1% |
| 5Y | +54.1% | +110.2% | -56.1% | -2.8% |
| 10Y | +409.0% | +531.8% | -122.9% | +83.9% |
| All | +409.0% | +545.6% | -136.7% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling