+31.9%
CVS vs FAST
+100.5%
-68.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.2% | -0.6% |
| 7D | +4.0% | -0.4% | +4.3% | +4.0% |
| 30D | -2.4% | -0.8% | -1.6% | -2.3% |
| 3M | +2.7% | +5.8% | -3.1% | +1.0% |
| 6M | +21.9% | +8.0% | +13.9% | +19.1% |
| YTD | +24.7% | +25.6% | -0.9% | +17.0% |
| 1Y | +35.4% | +0.8% | +34.6% | +34.3% |
| 3Y | +65.2% | +86.1% | -20.9% | +36.2% |
| All | +31.9% | +100.5% | -68.6% | +2.9% |
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