+105.3%
FAST vs CCI
-37.1%
+142.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.8% |
| 7D | +2.1% | -0.1% | +2.2% | +2.0% |
| 30D | +6.9% | +28.4% | -21.5% | -0.4% |
| 3M | +4.8% | +20.0% | -15.1% | -0.6% |
| 6M | +19.8% | +0.8% | +19.0% | +18.9% |
| YTD | +34.9% | +3.6% | +31.3% | +32.0% |
| 1Y | +32.8% | +6.1% | +26.7% | +28.8% |
| 3Y | +93.7% | +7.2% | +86.5% | +80.8% |
| All | +105.3% | -37.1% | +142.4% | +138.6% |
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