+6,489.2%
FAST vs CCI
+905.5%
+5,583.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.1% |
| 7D | -0.4% | -0.4% | 0.0% | -0.3% |
| 30D | -0.8% | +2.7% | -3.5% | -1.3% |
| 3M | +5.8% | -18.2% | +24.0% | +9.4% |
| 6M | +8.0% | -14.8% | +22.8% | +10.6% |
| YTD | +25.6% | -12.6% | +38.2% | +27.8% |
| 1Y | +0.8% | -16.7% | +17.6% | +3.4% |
| 3Y | +86.1% | -10.5% | +96.6% | +86.6% |
| 5Y | +100.2% | -51.4% | +151.6% | +123.6% |
| 10Y | +494.2% | +20.0% | +474.1% | +462.7% |
| All | +6,489.2% | +905.5% | +5,583.7% | +3,594.1% |
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