+531.8%
FAST vs CNC
+158.9%
+373.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | +4.8% | +4.0% | +0.8% | +4.0% |
| 30D | +8.6% | +7.4% | +1.2% | +7.1% |
| 3M | +5.7% | +5.4% | +0.3% | +4.4% |
| 6M | +25.5% | +25.4% | 0.0% | +19.8% |
| YTD | +39.6% | +70.6% | -31.0% | +24.9% |
| 1Y | +35.5% | +104.9% | -69.4% | +17.1% |
| 3Y | +96.2% | -2.3% | +98.5% | +88.2% |
| 5Y | +110.2% | -6.5% | +116.7% | +100.5% |
| 10Y | +531.8% | +153.3% | +378.6% | +401.1% |
| All | +531.8% | +158.9% | +373.0% | +401.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 10y: compounded portfolio wealth divided by compounded CNC 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…
10y analysis · Full analysis span regression · 6 months rolling