+214.5%
CVX vs FAST
+541.9%
-327.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.9% |
| 7D | +3.4% | +4.2% | -0.7% | +1.9% |
| 30D | -1.0% | +6.7% | -7.6% | -3.3% |
| 3M | +12.2% | +8.0% | +4.2% | +9.0% |
| 6M | +20.3% | +27.4% | -7.1% | +9.8% |
| YTD | +48.3% | +40.5% | +7.8% | +29.1% |
| 1Y | +46.9% | +38.4% | +8.5% | +28.5% |
| 3Y | +73.1% | +98.7% | -25.6% | +28.4% |
| 5Y | +135.2% | +106.7% | +28.5% | +67.6% |
| All | +214.5% | +541.9% | -327.3% | +49.3% |
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