+575.3%
FAST vs CP
+253.8%
+321.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +2.1% | +2.8% | -0.7% | +0.7% |
| 30D | +6.9% | +10.2% | -3.3% | +1.8% |
| 3M | +4.8% | +2.4% | +2.5% | +3.4% |
| 6M | +19.8% | +7.7% | +12.1% | +15.1% |
| YTD | +34.9% | +26.0% | +8.9% | +19.5% |
| 1Y | +32.8% | +34.6% | -1.9% | +13.8% |
| 3Y | +93.7% | +26.7% | +67.1% | +66.9% |
| 5Y | +105.3% | +24.9% | +80.4% | +74.6% |
| All | +575.3% | +253.8% | +321.5% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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