+52.0%
CVS vs FAST
+606.6%
-554.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +0.8% |
| 7D | -3.7% | +3.8% | -7.5% | -4.9% |
| 30D | -0.3% | +8.1% | -8.4% | -2.8% |
| 3M | -10.3% | +5.8% | -16.1% | -12.1% |
| 6M | -4.6% | +24.9% | -29.4% | -11.5% |
| YTD | +10.7% | +38.9% | -28.2% | -1.3% |
| 1Y | +11.2% | +36.5% | -25.2% | -0.4% |
| 3Y | +43.0% | +98.1% | -55.1% | +10.6% |
| 5Y | +8.6% | +109.3% | -100.7% | -19.1% |
| 10Y | +52.0% | +547.9% | -496.0% | -24.0% |
| All | +52.0% | +606.6% | -554.6% | -24.0% |
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