+452.4%
FAST vs CNH
+64.7%
+387.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.3% | -0.4% |
| 7D | -0.4% | +23.3% | -23.6% | -6.4% |
| 30D | -0.8% | +33.5% | -34.2% | -9.1% |
| 3M | +5.8% | +32.7% | -27.0% | -3.3% |
| 6M | +8.0% | +22.2% | -14.2% | +0.5% |
| YTD | +25.6% | +57.7% | -32.1% | +8.6% |
| 1Y | +0.8% | +28.0% | -27.2% | -7.8% |
| 3Y | +86.1% | +11.5% | +74.6% | +72.7% |
| 5Y | +100.2% | +11.9% | +88.3% | +80.2% |
| 10Y | +494.2% | +162.8% | +331.4% | +293.3% |
| All | +452.4% | +64.7% | +387.8% | +283.4% |
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