+69,298.0%
FAST vs CNP
+1,826.3%
+67,471.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -0.4% | +1.1% | -1.5% | -0.6% |
| 30D | -0.8% | -1.8% | +1.0% | -0.4% |
| 3M | +5.8% | -4.6% | +10.4% | +6.8% |
| 6M | +8.0% | -8.8% | +16.8% | +10.1% |
| YTD | +25.6% | +5.2% | +20.4% | +24.0% |
| 1Y | +0.8% | +8.3% | -7.5% | -1.2% |
| 3Y | +86.1% | +54.9% | +31.2% | +67.0% |
| 5Y | +100.2% | +73.5% | +26.7% | +75.1% |
| 10Y | +494.2% | +139.1% | +355.1% | +369.6% |
| All | +69,298.0% | +1,826.3% | +67,471.7% | +30,742.0% |
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 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