+11,004.0%
FAST vs COR
+18,010.7%
-7,006.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.5% | +0.5% |
| 7D | +0.7% | +2.8% | -2.1% | -0.1% |
| 30D | +4.6% | +7.4% | -2.7% | +2.7% |
| 3M | +6.4% | +7.3% | -0.9% | +4.2% |
| 6M | +20.6% | +11.5% | +9.1% | +16.1% |
| YTD | +34.7% | +1.2% | +33.5% | +32.3% |
| 1Y | +29.7% | -3.3% | +33.0% | +28.8% |
| 3Y | +89.9% | +78.5% | +11.5% | +58.4% |
| 5Y | +105.0% | +183.0% | -78.0% | +49.9% |
| 10Y | +594.2% | +545.4% | +48.8% | +297.0% |
| All | +11,004.0% | +18,010.7% | -7,006.7% | +2,784.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling