+31.8%
FAST vs CAI
-6.6%
+38.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.2% | +0.3% |
| 7D | +2.1% | -26.5% | +28.6% | +3.6% |
| 30D | +6.9% | -6.9% | +13.8% | +6.9% |
| 3M | +4.8% | +26.1% | -21.3% | +2.5% |
| 6M | +19.8% | +31.9% | -12.1% | +16.2% |
| YTD | +34.9% | -6.5% | +41.4% | +33.8% |
| 1Y | +32.8% | +2.5% | +30.3% | +30.5% |
| All | +31.8% | -6.6% | +38.3% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling