+107.2%
FAST vs COR
+184.0%
-76.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.1% |
| 7D | -0.4% | +2.8% | -3.1% | -0.9% |
| 30D | -0.8% | +4.5% | -5.3% | -1.6% |
| 3M | +5.8% | +22.7% | -16.9% | +1.9% |
| 6M | +8.0% | -9.7% | +17.7% | +9.9% |
| YTD | +25.6% | -1.4% | +27.1% | +25.0% |
| 1Y | +0.8% | +13.9% | -13.1% | -3.6% |
| 3Y | +86.1% | +94.0% | -7.9% | +48.6% |
| All | +107.2% | +184.0% | -76.8% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling