+499.9%
FAST vs CP
+220.9%
+279.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.9% |
| 30D | -0.8% | +0.2% | -0.9% | -1.0% |
| 3M | +5.8% | +2.6% | +3.2% | +4.3% |
| 6M | +8.0% | +6.0% | +2.0% | +4.5% |
| YTD | +25.6% | +24.9% | +0.7% | +12.0% |
| 1Y | +0.8% | +20.1% | -19.3% | -8.6% |
| 3Y | +86.1% | +16.4% | +69.7% | +67.6% |
| 5Y | +100.2% | +31.7% | +68.5% | +65.5% |
| All | +499.9% | +220.9% | +279.0% | +208.7% |
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