+4,800.1%
FAST vs CNC
+5,826.8%
-1,026.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +4.3% | -7.3% | +11.6% | +5.7% |
| 30D | +8.3% | +5.2% | +3.2% | +7.0% |
| 3M | +6.5% | +8.6% | -2.2% | +4.4% |
| 6M | +29.5% | +25.1% | +4.5% | +23.0% |
| YTD | +41.3% | +71.3% | -30.0% | +24.7% |
| 1Y | +37.4% | +99.3% | -61.9% | +17.6% |
| 3Y | +98.5% | -1.9% | +100.5% | +86.1% |
| 5Y | +111.1% | -6.4% | +117.5% | +97.2% |
| 10Y | +548.6% | +178.1% | +370.4% | +364.5% |
| All | +4,800.1% | +5,826.8% | -1,026.7% | +1,538.5% |
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