+37.2%
CVS vs FAST
+586.8%
-549.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | -7.1% | +2.1% | -9.2% | -7.8% |
| 30D | -4.0% | +6.9% | -10.9% | -6.1% |
| 3M | -12.2% | +4.8% | -17.1% | -13.8% |
| 6M | -2.2% | +19.8% | -21.9% | -8.1% |
| YTD | +8.9% | +34.9% | -26.0% | -2.1% |
| 1Y | +9.9% | +32.8% | -22.9% | -0.8% |
| 3Y | +32.1% | +93.7% | -61.7% | +2.7% |
| 5Y | +5.7% | +105.3% | -99.6% | -21.0% |
| All | +37.2% | +586.8% | -549.6% | -36.0% |
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