+499.9%
FAST vs CNP
+137.5%
+362.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | -0.4% | +1.1% | -1.5% | -0.7% |
| 30D | -0.8% | -1.8% | +1.0% | -0.2% |
| 3M | +5.8% | -4.6% | +10.4% | +7.3% |
| 6M | +8.0% | -8.8% | +16.8% | +11.2% |
| YTD | +25.6% | +5.2% | +20.4% | +23.2% |
| 1Y | +0.8% | +8.3% | -7.5% | -2.3% |
| 3Y | +86.1% | +54.9% | +31.2% | +57.5% |
| 5Y | +100.2% | +73.5% | +26.7% | +62.8% |
| All | +499.9% | +137.5% | +362.3% | +317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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