+107.2%
FAST vs CB
+99.7%
+7.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.5% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | -0.8% | -3.1% | +2.3% | +0.3% |
| 3M | +5.8% | +9.0% | -3.2% | +2.0% |
| 6M | +8.0% | +2.9% | +5.1% | +6.5% |
| YTD | +25.6% | +10.1% | +15.5% | +20.5% |
| 1Y | +0.8% | +22.8% | -22.0% | -7.5% |
| 3Y | +86.1% | +73.8% | +12.3% | +47.2% |
| All | +107.2% | +99.7% | +7.5% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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