+109.3%
FAST vs CNP
+74.6%
+34.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.9% |
| 7D | +3.8% | -4.3% | +8.2% | +5.4% |
| 30D | +8.1% | +5.7% | +2.3% | +5.8% |
| 3M | +5.8% | +0.9% | +4.9% | +5.2% |
| 6M | +24.9% | -1.1% | +25.9% | +24.9% |
| YTD | +38.9% | +8.3% | +30.7% | +34.2% |
| 1Y | +36.5% | +5.9% | +30.6% | +32.8% |
| 3Y | +98.1% | +64.6% | +33.5% | +57.9% |
| 5Y | +109.3% | +74.6% | +34.7% | +55.6% |
| All | +109.3% | +74.6% | +34.7% | +55.6% |
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