+22.2%
FAST vs CAI
-8.1%
+30.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -4.7% | +9.1% | -13.9% | -5.4% |
| 3M | +7.9% | +53.8% | -45.8% | +4.5% |
| 6M | +7.4% | +33.5% | -26.1% | +4.3% |
| YTD | +25.1% | -8.0% | +33.1% | +24.9% |
| 1Y | +4.7% | -28.7% | +33.4% | +6.9% |
| All | +22.2% | -8.1% | +30.3% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling