+531.8%
FAST vs CNH
+107.8%
+424.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.7% |
| 7D | +4.8% | +4.5% | +0.3% | +3.3% |
| 30D | +8.6% | +7.6% | +1.0% | +6.0% |
| 3M | +5.7% | +17.0% | -11.3% | -0.3% |
| 6M | +25.5% | +12.9% | +12.5% | +18.9% |
| YTD | +39.6% | +34.3% | +5.4% | +25.1% |
| 1Y | +35.5% | +28.5% | +6.9% | +22.7% |
| 3Y | +96.2% | +31.9% | +64.3% | +72.2% |
| 5Y | +110.2% | -9.6% | +119.8% | +99.6% |
| 10Y | +531.8% | +106.3% | +425.6% | +347.7% |
| All | +531.8% | +107.8% | +424.0% | +347.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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