+1,927.9%
FAST vs CF
+5,948.3%
-4,020.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.5% |
| 7D | -0.4% | +6.0% | -6.4% | -1.8% |
| 30D | -0.8% | +14.8% | -15.6% | -4.2% |
| 3M | +5.8% | +14.1% | -8.3% | +2.0% |
| 6M | +8.0% | +28.5% | -20.5% | -0.7% |
| YTD | +25.6% | +74.9% | -49.3% | +7.0% |
| 1Y | +0.8% | +61.7% | -60.9% | -12.7% |
| 3Y | +86.1% | +80.3% | +5.8% | +52.9% |
| 5Y | +100.2% | +226.0% | -125.8% | +33.4% |
| 10Y | +494.2% | +569.9% | -75.7% | +199.3% |
| All | +1,927.9% | +5,948.3% | -4,020.4% | +342.9% |
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