+4,492.0%
COP vs FAST
+71,032.6%
-66,540.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.8% | -1.3% |
| 7D | +3.0% | -0.4% | +3.4% | +3.0% |
| 30D | +17.5% | -0.8% | +18.3% | +17.6% |
| 3M | +13.4% | +5.8% | +7.6% | +11.5% |
| 6M | +17.7% | +8.0% | +9.7% | +14.8% |
| YTD | +46.6% | +25.6% | +21.0% | +37.8% |
| 1Y | +44.6% | +0.8% | +43.8% | +42.9% |
| 3Y | +20.7% | +86.1% | -65.4% | +2.2% |
| 5Y | +185.0% | +100.2% | +84.8% | +134.3% |
| 10Y | +347.0% | +494.2% | -147.2% | +185.9% |
| All | +4,492.0% | +71,032.6% | -66,540.6% | +1,420.5% |
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 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