+6,036.8%
FAST vs CNI
+6,541.6%
-504.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.4% | -2.1% | +1.7% | +0.7% |
| 30D | -0.8% | -3.3% | +2.5% | +0.9% |
| 3M | +5.8% | +3.8% | +1.9% | +3.5% |
| 6M | +8.0% | +12.7% | -4.7% | +0.9% |
| YTD | +25.6% | +26.3% | -0.6% | +10.1% |
| 1Y | +0.8% | +29.9% | -29.1% | -13.3% |
| 3Y | +86.1% | +15.9% | +70.2% | +67.6% |
| 5Y | +100.2% | +6.9% | +93.3% | +85.9% |
| 10Y | +494.2% | +126.8% | +367.4% | +260.4% |
| All | +6,036.8% | +6,541.6% | -504.8% | +740.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling