+69,298.0%
FAST vs CAH
+15,076.3%
+54,221.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.4% | +5.4% | -5.7% | -1.9% |
| 30D | -0.8% | +3.3% | -4.1% | -1.8% |
| 3M | +5.8% | +22.8% | -17.0% | -0.5% |
| 6M | +8.0% | +11.3% | -3.3% | +4.3% |
| YTD | +25.6% | +21.1% | +4.5% | +17.9% |
| 1Y | +0.8% | +67.2% | -66.4% | -14.4% |
| 3Y | +86.1% | +195.6% | -109.5% | +31.8% |
| 5Y | +100.2% | +413.8% | -313.6% | +18.9% |
| 10Y | +494.2% | +309.6% | +184.6% | +256.9% |
| All | +69,298.0% | +15,076.3% | +54,221.7% | +16,498.7% |
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