+19.8%
FAST vs CF
-9.1%
+28.9%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +1.3% |
| 7D | +3.4% | -6.9% | +10.3% | +2.9% |
| 30D | +5.5% | -3.7% | +9.2% | +5.2% |
| 3M | +7.6% | -5.0% | +12.5% | +6.9% |
| 6M | +19.8% | -10.5% | +30.3% | +17.3% |
| All | +19.8% | -9.1% | +28.9% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling