+507.7%
FAST vs CNC
+93.1%
+414.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.1% |
| 7D | +1.3% | -1.0% | +2.3% | +1.4% |
| 30D | -4.7% | -1.8% | -2.9% | -4.5% |
| 3M | +7.9% | -0.7% | +8.6% | +7.7% |
| 6M | +7.4% | +47.9% | -40.5% | -0.2% |
| YTD | +25.1% | +56.9% | -31.9% | +14.6% |
| 1Y | +4.7% | +123.9% | -119.2% | -10.7% |
| 3Y | +94.7% | -1.3% | +96.0% | +85.8% |
| 5Y | +106.8% | +2.8% | +104.0% | +92.3% |
| 10Y | +507.7% | +90.9% | +416.8% | +432.7% |
| All | +507.7% | +93.1% | +414.6% | +432.7% |
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