+105.3%
FAST vs CNP
+73.6%
+31.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.4% |
| 7D | +2.1% | -4.2% | +6.3% | +3.6% |
| 30D | +6.9% | +5.5% | +1.4% | +4.7% |
| 3M | +4.8% | +0.6% | +4.3% | +4.4% |
| 6M | +19.8% | -2.8% | +22.6% | +20.6% |
| YTD | +34.9% | +7.9% | +27.0% | +30.5% |
| 1Y | +32.8% | +6.7% | +26.1% | +28.9% |
| 3Y | +93.7% | +61.1% | +32.6% | +56.1% |
| All | +105.3% | +73.6% | +31.8% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling