+10,258.8%
FAST vs COR
+17,545.2%
-7,286.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +1.2% |
| 7D | -0.4% | +2.8% | -3.1% | -1.1% |
| 30D | -0.8% | +4.5% | -5.3% | -2.1% |
| 3M | +5.8% | +22.7% | -16.9% | 0.0% |
| 6M | +8.0% | -9.7% | +17.7% | +9.9% |
| YTD | +25.6% | -1.4% | +27.1% | +24.4% |
| 1Y | +0.8% | +13.9% | -13.1% | -4.2% |
| 3Y | +86.1% | +94.0% | -7.9% | +51.8% |
| 5Y | +100.2% | +184.0% | -83.8% | +46.3% |
| 10Y | +494.2% | +406.8% | +87.4% | +259.5% |
| All | +10,258.8% | +17,545.2% | -7,286.5% | +2,612.1% |
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 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