+575.3%
FAST vs CF
+561.7%
+13.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.1% | -3.2% | +5.3% | +2.5% |
| 30D | +6.9% | +4.3% | +2.6% | +5.9% |
| 3M | +4.8% | +2.8% | +2.0% | +3.8% |
| 6M | +19.8% | +0.6% | +19.2% | +18.6% |
| YTD | +34.9% | +56.6% | -21.7% | +20.7% |
| 1Y | +32.8% | +49.6% | -16.8% | +19.8% |
| 3Y | +93.7% | +61.5% | +32.3% | +68.4% |
| 5Y | +105.3% | +124.0% | -18.7% | +56.5% |
| All | +575.3% | +561.7% | +13.6% | +269.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling