+13.0%
CVS vs FAST
+106.5%
-93.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +6.6% | +4.2% | +2.4% | +5.6% |
| 30D | -0.4% | +6.7% | -7.1% | -2.0% |
| 3M | -5.3% | +8.0% | -13.3% | -7.1% |
| 6M | -7.7% | +27.4% | -35.1% | -13.2% |
| YTD | +16.0% | +40.5% | -24.5% | +5.9% |
| 1Y | +16.2% | +38.4% | -22.1% | +6.4% |
| 3Y | +47.6% | +98.7% | -51.1% | +20.1% |
| All | +13.0% | +106.5% | -93.5% | -12.2% |
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