+499.9%
FAST vs CNH
+162.8%
+337.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.3% | -0.4% |
| 7D | -0.4% | +23.3% | -23.6% | -6.6% |
| 30D | -0.8% | +33.5% | -34.2% | -9.4% |
| 3M | +5.8% | +32.7% | -27.0% | -3.7% |
| 6M | +8.0% | +22.2% | -14.2% | +0.2% |
| YTD | +25.6% | +57.7% | -32.1% | +7.9% |
| 1Y | +0.8% | +28.0% | -27.2% | -8.1% |
| 3Y | +86.1% | +11.5% | +74.6% | +72.2% |
| 5Y | +100.2% | +11.9% | +88.3% | +79.0% |
| All | +499.9% | +162.8% | +337.1% | +251.6% |
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