+105.3%
FAST vs CNH
-14.7%
+120.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -0.5% |
| 7D | +2.1% | -1.7% | +3.8% | +2.5% |
| 30D | +6.9% | -7.2% | +14.1% | +8.7% |
| 3M | +4.8% | +6.5% | -1.7% | +2.0% |
| 6M | +19.8% | +7.9% | +11.9% | +15.5% |
| YTD | +34.9% | +26.6% | +8.3% | +24.1% |
| 1Y | +32.8% | +13.8% | +19.0% | +25.4% |
| 3Y | +93.7% | +9.2% | +84.6% | +81.3% |
| All | +105.3% | -14.7% | +120.0% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling