+6,963.2%
FAST vs CCI
+1,123.5%
+5,839.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | +0.7% | +2.4% | -1.7% | +0.2% |
| 30D | +4.6% | +33.2% | -28.6% | -1.1% |
| 3M | +6.4% | +25.0% | -18.6% | +1.6% |
| 6M | +20.6% | +4.8% | +15.8% | +18.6% |
| YTD | +34.7% | +6.4% | +28.3% | +31.6% |
| 1Y | +29.7% | +6.5% | +23.2% | +26.6% |
| 3Y | +89.9% | +8.6% | +81.3% | +83.2% |
| 5Y | +105.0% | -35.3% | +140.3% | +116.4% |
| 10Y | +594.2% | +58.2% | +535.9% | +523.4% |
| All | +6,963.2% | +1,123.5% | +5,839.7% | +3,703.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling