+4,533.0%
COP vs FAST
+76,149.7%
-71,616.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -9.7% | +0.7% | -10.4% | -9.9% |
| 30D | +4.7% | +4.6% | +0.1% | +3.5% |
| 3M | +18.5% | +6.4% | +12.2% | +16.7% |
| 6M | +11.4% | +20.6% | -9.2% | +6.1% |
| YTD | +47.9% | +34.7% | +13.2% | +36.7% |
| 1Y | +59.3% | +29.7% | +29.7% | +48.5% |
| 3Y | +23.6% | +89.9% | -66.3% | +4.2% |
| 5Y | +113.1% | +105.0% | +8.1% | +74.2% |
| 10Y | +329.1% | +594.2% | -265.1% | +165.1% |
| All | +4,533.0% | +76,149.7% | -71,616.7% | +1,408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling