+492.2%
FAST vs CNH
+28.6%
+463.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.5% |
| 7D | +0.7% | -0.4% | +1.0% | +0.7% |
| 30D | +4.6% | -15.2% | +19.9% | +9.3% |
| 3M | +6.4% | +4.3% | +2.1% | +3.9% |
| 6M | +20.6% | +10.1% | +10.5% | +15.3% |
| YTD | +34.7% | +23.2% | +11.5% | +24.2% |
| 1Y | +29.7% | +8.5% | +21.2% | +23.7% |
| 3Y | +89.9% | +4.1% | +85.9% | +79.0% |
| 5Y | +105.0% | -17.8% | +122.8% | +100.8% |
| 10Y | +594.2% | +113.3% | +480.9% | +386.1% |
| All | +492.2% | +28.6% | +463.5% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling