+35.7%
FAST vs CAI
-5.3%
+41.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.6% | +2.9% |
| 7D | +3.8% | -20.3% | +24.2% | +4.9% |
| 30D | +8.1% | -13.9% | +22.0% | +8.7% |
| 3M | +5.8% | +12.4% | -6.6% | +4.3% |
| 6M | +24.9% | +58.3% | -33.5% | +19.7% |
| YTD | +38.9% | -5.2% | +44.1% | +37.7% |
| 1Y | +36.5% | -0.2% | +36.6% | +34.6% |
| All | +35.7% | -5.3% | +41.0% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling