+6,800.3%
FAST vs CNI
+6,804.3%
-3.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +4.3% | -1.1% | +5.4% | +4.9% |
| 30D | +8.3% | +7.6% | +0.7% | +4.1% |
| 3M | +6.5% | +1.6% | +4.9% | +5.4% |
| 6M | +29.5% | +16.6% | +12.9% | +18.9% |
| YTD | +41.3% | +31.3% | +10.0% | +21.1% |
| 1Y | +37.4% | +35.2% | +2.2% | +15.9% |
| 3Y | +98.5% | +21.5% | +77.1% | +74.6% |
| 5Y | +111.1% | +8.5% | +102.7% | +95.0% |
| 10Y | +548.6% | +142.9% | +405.7% | +279.3% |
| All | +6,800.3% | +6,804.3% | -3.9% | +823.9% |
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