+5.3%
FAST vs CNC
+121.5%
-116.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | -0.4% |
| 7D | +1.3% | -1.0% | +2.3% | +1.3% |
| 30D | -4.7% | -1.8% | -2.9% | -4.7% |
| 3M | +7.9% | -0.7% | +8.6% | +7.9% |
| 6M | +7.4% | +47.9% | -40.5% | +6.6% |
| YTD | +25.1% | +56.9% | -31.9% | +23.9% |
| All | +5.3% | +121.5% | -116.2% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling