+298.3%
COP vs FAST
+606.6%
-308.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -2.4% |
| 7D | -8.4% | +3.8% | -12.3% | -9.8% |
| 30D | +0.3% | +8.1% | -7.8% | -2.7% |
| 3M | +15.1% | +5.8% | +9.3% | +12.4% |
| 6M | +19.8% | +24.9% | -5.1% | +9.3% |
| YTD | +46.8% | +38.9% | +7.9% | +27.3% |
| 1Y | +59.7% | +36.5% | +23.3% | +39.3% |
| 3Y | +28.7% | +98.1% | -69.4% | -6.1% |
| 5Y | +110.7% | +109.3% | +1.4% | +46.2% |
| 10Y | +298.3% | +547.9% | -249.6% | +78.6% |
| All | +298.3% | +606.6% | -308.3% | +78.6% |
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