+32.8%
FAST vs CI
+15.7%
+17.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +2.1% | -1.6% | +3.6% | +2.2% |
| 30D | +6.9% | +5.4% | +1.5% | +6.4% |
| 3M | +4.8% | +7.3% | -2.4% | +4.1% |
| 6M | +19.8% | +5.3% | +14.5% | +18.9% |
| YTD | +34.9% | +8.5% | +26.4% | +33.2% |
| 1Y | +32.8% | +17.1% | +15.7% | +29.5% |
| All | +32.8% | +15.7% | +17.1% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling