+524.1%
FAST vs CNI
+129.7%
+394.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | +1.8% | +0.9% | +0.9% | +1.3% |
| 30D | -6.4% | -2.1% | -4.3% | -5.4% |
| 3M | +5.3% | +1.8% | +3.5% | +4.1% |
| 6M | +5.4% | +14.8% | -9.4% | -3.0% |
| YTD | +23.6% | +25.4% | -1.8% | +8.0% |
| 1Y | +4.1% | +32.9% | -28.9% | -12.4% |
| 3Y | +92.4% | +20.2% | +72.2% | +68.3% |
| 5Y | +106.1% | +12.2% | +93.9% | +84.4% |
| 10Y | +524.1% | +136.0% | +388.1% | +253.6% |
| All | +524.1% | +129.7% | +394.4% | +253.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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