+574.2%
FAST vs CP
+259.9%
+314.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.2% |
| 7D | +0.7% | +6.1% | -5.4% | -2.2% |
| 30D | +4.6% | +9.8% | -5.1% | -0.1% |
| 3M | +6.4% | +2.7% | +3.6% | +4.7% |
| 6M | +20.6% | +12.8% | +7.8% | +13.2% |
| YTD | +34.7% | +28.2% | +6.5% | +18.3% |
| 1Y | +29.7% | +34.1% | -4.5% | +11.3% |
| 3Y | +89.9% | +28.9% | +61.1% | +62.2% |
| 5Y | +105.0% | +27.1% | +77.9% | +72.9% |
| All | +574.2% | +259.9% | +314.3% | +235.8% |
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