+23,992.9%
FAST vs CB
+7,216.6%
+16,776.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.9% |
| 7D | +3.4% | +5.3% | -1.8% | +1.5% |
| 30D | +5.5% | +13.2% | -7.7% | +0.7% |
| 3M | +7.6% | +7.8% | -0.2% | +4.5% |
| 6M | +19.8% | +15.8% | +4.0% | +13.0% |
| YTD | +35.5% | +21.0% | +14.5% | +25.4% |
| 1Y | +31.6% | +32.2% | -0.6% | +17.8% |
| 3Y | +91.0% | +76.7% | +14.3% | +52.1% |
| 5Y | +105.1% | +110.4% | -5.3% | +51.3% |
| 10Y | +598.2% | +261.0% | +337.3% | +304.6% |
| All | +23,992.9% | +7,216.6% | +16,776.3% | +5,452.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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