+320.3%
COP vs FAST
+586.8%
-266.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -11.5% | +2.1% | -13.6% | -12.3% |
| 30D | +5.0% | +6.9% | -1.9% | +2.3% |
| 3M | +17.5% | +4.8% | +12.6% | +15.2% |
| 6M | +16.2% | +19.8% | -3.5% | +7.8% |
| YTD | +48.8% | +34.9% | +13.9% | +30.4% |
| 1Y | +64.1% | +32.8% | +31.3% | +44.6% |
| 3Y | +25.7% | +93.7% | -68.1% | -7.6% |
| 5Y | +114.4% | +105.3% | +9.1% | +49.7% |
| All | +320.3% | +586.8% | -266.6% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling