+1,907.2%
CVS vs FAST
+71,032.6%
-69,125.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.2% |
| 6M | +21.9% | +8.0% | +13.9% | +19.4% |
| YTD | +24.7% | +25.6% | -0.9% | +18.0% |
| 1Y | +35.4% | +0.8% | +34.6% | +34.1% |
| 3Y | +65.2% | +86.1% | -20.9% | +41.5% |
| 5Y | +30.5% | +100.2% | -69.7% | +9.1% |
| 10Y | +40.4% | +494.2% | -453.8% | -8.6% |
| All | +1,907.2% | +71,032.6% | -69,125.4% | +482.6% |
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