+38.5%
FAST vs CNI
+35.4%
+3.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.0% | +1.0% | +4.0% | +4.5% |
| 30D | +8.6% | +7.5% | +1.1% | +5.2% |
| 3M | +6.9% | +1.7% | +5.2% | +6.0% |
| 6M | +29.6% | +15.4% | +14.2% | +21.3% |
| YTD | +41.4% | +31.5% | +9.9% | +22.8% |
| 1Y | +38.5% | +32.8% | +5.7% | +19.7% |
| All | +38.5% | +35.4% | +3.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling