+4.7%
FAST vs CAI
-28.5%
+33.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.3% |
| 3M | +7.9% | +53.8% | -45.8% | +5.0% |
| 6M | +7.4% | +33.5% | -26.1% | +4.7% |
| YTD | +25.1% | -8.0% | +33.1% | +24.4% |
| 1Y | +4.7% | -28.7% | +33.4% | +3.6% |
| All | +4.7% | -28.5% | +33.2% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling