+98.1%
FAST vs COR
+80.2%
+17.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.7% | -0.7% | +2.6% |
| 7D | +3.8% | +2.3% | +1.5% | +3.6% |
| 30D | +8.1% | +6.8% | +1.3% | +7.4% |
| 3M | +5.8% | +8.1% | -2.3% | +5.0% |
| 6M | +24.9% | +33.0% | -8.1% | +22.0% |
| YTD | +38.9% | +3.0% | +35.9% | +37.9% |
| 1Y | +36.5% | -3.4% | +39.9% | +36.6% |
| 3Y | +98.1% | +80.1% | +18.0% | +88.1% |
| All | +98.1% | +80.2% | +17.9% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 3y: compounded portfolio wealth divided by compounded COR 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…
3y analysis · Full analysis span regression · 6 months rolling