+67.5%
CVX vs FAST
+97.8%
-30.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -6.2% | +4.8% | -11.0% | -6.9% |
| 30D | -0.4% | +8.6% | -9.0% | -1.6% |
| 3M | +9.3% | +5.7% | +3.6% | +8.3% |
| 6M | +18.4% | +25.5% | -7.1% | +13.8% |
| YTD | +42.5% | +39.6% | +2.9% | +32.5% |
| 1Y | +41.0% | +35.5% | +5.6% | +32.0% |
| 3Y | +67.5% | +96.2% | -28.7% | +50.8% |
| All | +67.5% | +97.8% | -30.3% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling