+69,298.0%
FAST vs CP
+7,669.4%
+61,628.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.7% |
| 30D | -0.8% | +0.2% | -0.9% | -0.9% |
| 3M | +5.8% | +2.6% | +3.2% | +4.5% |
| 6M | +8.0% | +6.0% | +2.0% | +5.1% |
| YTD | +25.6% | +24.9% | +0.7% | +14.1% |
| 1Y | +0.8% | +20.1% | -19.3% | -7.1% |
| 3Y | +86.1% | +16.4% | +69.7% | +70.9% |
| 5Y | +100.2% | +31.7% | +68.5% | +72.7% |
| 10Y | +494.2% | +223.9% | +270.3% | +247.4% |
| All | +69,298.0% | +7,669.4% | +61,628.6% | +12,614.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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