+4,861.3%
CVX vs FAST
+79,969.4%
-75,108.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.6% | +5.0% | -3.4% | +0.6% |
| 30D | -0.6% | +8.6% | -9.2% | -2.4% |
| 3M | +11.0% | +6.9% | +4.1% | +9.3% |
| 6M | +18.4% | +29.6% | -11.2% | +11.8% |
| YTD | +45.9% | +41.4% | +4.5% | +34.6% |
| 1Y | +46.7% | +38.5% | +8.2% | +35.9% |
| 3Y | +71.6% | +98.7% | -27.2% | +46.1% |
| 5Y | +131.4% | +108.0% | +23.4% | +93.0% |
| 10Y | +209.3% | +549.3% | -340.0% | +104.1% |
| All | +4,861.3% | +79,969.4% | -75,108.1% | +1,848.8% |
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 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