+93.7%
FAST vs CCI
+6.3%
+87.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +6.9% | +28.4% | -21.5% | +3.3% |
| 3M | +4.8% | +20.0% | -15.1% | +2.3% |
| 6M | +19.8% | +0.8% | +19.0% | +20.0% |
| YTD | +34.9% | +3.6% | +31.3% | +34.1% |
| 1Y | +32.8% | +6.1% | +26.7% | +31.4% |
| 3Y | +93.7% | +7.2% | +86.5% | +91.7% |
| All | +93.7% | +6.3% | +87.5% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 3y: compounded portfolio wealth divided by compounded CCI 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…
3y analysis · Full analysis span regression · 6 months rolling