+76,638.8%
FAST vs CAH
+16,780.0%
+59,858.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.7% |
| 7D | +3.8% | +7.8% | -4.0% | +1.6% |
| 30D | +8.1% | +15.5% | -7.4% | +3.6% |
| 3M | +5.8% | +16.3% | -10.5% | +1.1% |
| 6M | +24.9% | +50.0% | -25.2% | +10.7% |
| YTD | +38.9% | +34.7% | +4.2% | +26.3% |
| 1Y | +36.5% | +35.9% | +0.5% | +23.6% |
| 3Y | +98.1% | +178.5% | -80.3% | +43.0% |
| 5Y | +109.3% | +515.7% | -406.4% | +17.9% |
| 10Y | +547.9% | +421.5% | +126.4% | +263.7% |
| All | +76,638.8% | +16,780.0% | +59,858.9% | +17,678.6% |
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