+107.2%
FAST vs CCI
-51.4%
+158.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.3% |
| 7D | -0.4% | -0.4% | 0.0% | -0.2% |
| 30D | -0.8% | +2.7% | -3.5% | -1.6% |
| 3M | +5.8% | -18.2% | +24.0% | +11.7% |
| 6M | +8.0% | -14.8% | +22.8% | +12.3% |
| YTD | +25.6% | -12.6% | +38.2% | +29.1% |
| 1Y | +0.8% | -16.7% | +17.6% | +5.2% |
| 3Y | +86.1% | -10.5% | +96.6% | +83.0% |
| All | +107.2% | -51.4% | +158.6% | +154.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling