+74,290.4%
FAST vs CNP
+1,840.9%
+72,449.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | +0.7% | -5.3% | +6.0% | +1.9% |
| 30D | +4.6% | +3.7% | +1.0% | +3.7% |
| 3M | +6.4% | -1.1% | +7.4% | +6.5% |
| 6M | +20.6% | -7.1% | +27.7% | +22.4% |
| YTD | +34.7% | +6.0% | +28.6% | +32.6% |
| 1Y | +29.7% | +5.2% | +24.5% | +27.8% |
| 3Y | +89.9% | +57.5% | +32.4% | +69.8% |
| 5Y | +105.0% | +70.0% | +34.9% | +80.0% |
| 10Y | +594.2% | +137.8% | +456.4% | +448.9% |
| All | +74,290.4% | +1,840.9% | +72,449.5% | +32,872.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling