+105.0%
FAST vs CF
+125.5%
-20.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.9% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +4.6% | +2.2% | +2.4% | +4.4% |
| 3M | +6.4% | +2.1% | +4.2% | +6.0% |
| 6M | +20.6% | -6.5% | +27.1% | +20.7% |
| YTD | +34.7% | +55.6% | -20.9% | +27.1% |
| 1Y | +29.7% | +42.3% | -12.6% | +23.4% |
| 3Y | +89.9% | +55.7% | +34.2% | +76.9% |
| 5Y | +105.0% | +122.4% | -17.5% | +75.2% |
| All | +105.0% | +125.5% | -20.5% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling