+9,772.3%
CSX vs FAST
+71,032.6%
-61,260.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -3.4% | -0.4% | -3.0% | -3.3% |
| 30D | -3.1% | -0.8% | -2.3% | -2.9% |
| 3M | +7.2% | +5.8% | +1.4% | +5.1% |
| 6M | +16.2% | +8.0% | +8.2% | +12.9% |
| YTD | +37.5% | +25.6% | +11.9% | +27.0% |
| 1Y | +53.2% | +0.8% | +52.4% | +51.7% |
| 3Y | +68.2% | +86.1% | -17.9% | +35.0% |
| 5Y | +65.2% | +100.2% | -35.0% | +28.9% |
| 10Y | +504.1% | +494.2% | +10.0% | +234.6% |
| All | +9,772.3% | +71,032.6% | -61,260.3% | +1,979.7% |
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