+108.0%
FAST vs CCI
-36.6%
+144.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +5.0% | -1.4% | +6.4% | +5.4% |
| 30D | +8.6% | +12.7% | -4.2% | +5.1% |
| 3M | +6.9% | +23.0% | -16.1% | +0.7% |
| 6M | +29.6% | +0.6% | +29.0% | +28.8% |
| YTD | +41.4% | +4.9% | +36.5% | +38.0% |
| 1Y | +38.5% | +0.7% | +37.8% | +36.9% |
| 3Y | +98.7% | +10.2% | +88.5% | +83.6% |
| 5Y | +108.0% | -36.4% | +144.5% | +142.2% |
| All | +108.0% | -36.6% | +144.6% | +142.2% |
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