+74,417.0%
FAST vs CAH
+16,621.8%
+57,795.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +2.1% | +8.5% | -6.4% | -0.3% |
| 30D | +6.9% | +17.0% | -10.2% | +2.1% |
| 3M | +4.8% | +14.6% | -9.8% | +0.6% |
| 6M | +19.8% | +42.5% | -22.8% | +7.8% |
| YTD | +34.9% | +33.5% | +1.4% | +22.9% |
| 1Y | +32.8% | +38.5% | -5.8% | +19.6% |
| 3Y | +93.7% | +179.0% | -85.3% | +39.7% |
| 5Y | +105.3% | +507.2% | -401.9% | +16.1% |
| 10Y | +595.4% | +448.9% | +146.4% | +284.9% |
| All | +74,417.0% | +16,621.8% | +57,795.2% | +17,209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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