+74,726.4%
FAST vs CP
+7,925.2%
+66,801.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.2% |
| 7D | +3.4% | +5.6% | -2.1% | +1.1% |
| 30D | +5.5% | +10.0% | -4.5% | +1.3% |
| 3M | +7.6% | +4.4% | +3.2% | +5.5% |
| 6M | +19.8% | +14.1% | +5.8% | +13.1% |
| YTD | +35.5% | +29.1% | +6.4% | +21.3% |
| 1Y | +31.6% | +34.6% | -2.9% | +15.8% |
| 3Y | +91.0% | +29.8% | +61.3% | +67.8% |
| 5Y | +105.1% | +28.7% | +76.4% | +78.6% |
| 10Y | +598.2% | +267.3% | +330.9% | +288.4% |
| All | +74,726.4% | +7,925.2% | +66,801.1% | +13,411.3% |
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