+120.5%
COP vs FAST
+110.4%
+10.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -6.1% | +4.8% | -10.9% | -6.9% |
| 30D | +1.1% | +8.6% | -7.5% | -0.5% |
| 3M | +10.9% | +5.7% | +5.3% | +9.7% |
| 6M | +20.8% | +25.5% | -4.7% | +15.1% |
| YTD | +48.0% | +39.6% | +8.4% | +36.7% |
| 1Y | +58.5% | +35.5% | +23.0% | +47.3% |
| 3Y | +28.1% | +96.2% | -68.1% | +9.2% |
| 5Y | +120.5% | +110.2% | +10.3% | +75.5% |
| All | +120.5% | +110.4% | +10.1% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling