+125.6%
CVX vs FAST
+103.6%
+22.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -9.7% | +2.1% | -11.8% | -10.1% |
| 30D | +3.6% | +6.9% | -3.2% | +2.4% |
| 3M | +13.3% | +4.8% | +8.5% | +12.3% |
| 6M | +16.9% | +19.8% | -2.9% | +12.7% |
| YTD | +43.4% | +34.9% | +8.5% | +33.9% |
| 1Y | +44.5% | +32.8% | +11.7% | +35.3% |
| 3Y | +64.0% | +93.7% | -29.8% | +40.3% |
| All | +125.6% | +103.6% | +22.0% | +79.8% |
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 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