+2,086.6%
FAST vs CF
+4,965.4%
-2,878.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.4% | +6.1% | +2.7% |
| 7D | +3.4% | -6.9% | +10.3% | +5.0% |
| 30D | +5.5% | -3.7% | +9.2% | +6.3% |
| 3M | +7.6% | -5.0% | +12.5% | +8.2% |
| 6M | +19.8% | -10.5% | +30.3% | +21.4% |
| YTD | +35.5% | +46.5% | -11.1% | +19.8% |
| 1Y | +31.6% | +34.8% | -3.2% | +18.7% |
| 3Y | +91.0% | +46.7% | +44.4% | +64.6% |
| 5Y | +105.1% | +112.0% | -6.9% | +52.5% |
| 10Y | +598.2% | +529.7% | +68.5% | +255.6% |
| All | +2,086.6% | +4,965.4% | -2,878.9% | +395.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling