+24.9%
COP vs FAST
+91.5%
-66.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -9.7% | +0.7% | -10.4% | -9.8% |
| 30D | +4.7% | +4.6% | +0.1% | +3.9% |
| 3M | +18.5% | +6.4% | +12.2% | +17.2% |
| 6M | +11.4% | +20.6% | -9.2% | +7.4% |
| YTD | +47.9% | +34.7% | +13.2% | +37.7% |
| 1Y | +59.3% | +29.7% | +29.7% | +49.6% |
| All | +24.9% | +91.5% | -66.5% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling