+93.7%
FAST vs COR
+74.4%
+19.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | +2.1% | +0.8% | +1.3% | +2.0% |
| 30D | +6.9% | +5.1% | +1.7% | +6.4% |
| 3M | +4.8% | +2.8% | +2.0% | +4.5% |
| 6M | +19.8% | +32.5% | -12.8% | +17.1% |
| YTD | +34.9% | -0.7% | +35.5% | +34.4% |
| 1Y | +32.8% | -6.7% | +39.5% | +33.3% |
| 3Y | +93.7% | +73.7% | +20.0% | +83.5% |
| All | +93.7% | +74.4% | +19.4% | +83.5% |
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