+4,718.9%
FAST vs CNC
+5,663.7%
-944.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.3% |
| 7D | +3.8% | +3.0% | +0.8% | +3.1% |
| 30D | +8.1% | +4.9% | +3.2% | +6.8% |
| 3M | +5.8% | +4.2% | +1.6% | +4.5% |
| 6M | +24.9% | +22.5% | +2.4% | +19.1% |
| YTD | +38.9% | +66.6% | -27.6% | +23.3% |
| 1Y | +36.5% | +82.5% | -46.0% | +18.7% |
| 3Y | +98.1% | -4.1% | +102.2% | +86.5% |
| 5Y | +109.3% | -8.3% | +117.6% | +96.2% |
| 10Y | +547.9% | +153.6% | +394.3% | +372.2% |
| All | +4,718.9% | +5,663.7% | -944.8% | +1,519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling