+10,299.8%
CSX vs FAST
+76,596.6%
-66,296.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | +0.1% | +3.4% | -3.3% | -1.0% |
| 30D | +9.7% | +5.5% | +4.2% | +7.8% |
| 3M | +2.3% | +7.6% | -5.3% | -0.3% |
| 6M | +17.1% | +19.8% | -2.7% | +10.0% |
| YTD | +44.9% | +35.5% | +9.4% | +30.4% |
| 1Y | +47.1% | +31.6% | +15.5% | +33.6% |
| 3Y | +78.6% | +91.0% | -12.5% | +42.2% |
| 5Y | +57.2% | +105.1% | -47.9% | +21.6% |
| 10Y | +479.2% | +598.2% | -119.0% | +205.3% |
| All | +10,299.8% | +76,596.6% | -66,296.8% | +2,036.1% |
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