+575.3%
FAST vs CPB
-38.3%
+613.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.4% |
| 7D | +2.1% | +8.0% | -5.9% | +0.6% |
| 30D | +6.9% | +22.4% | -15.5% | +2.8% |
| 3M | +4.8% | +2.5% | +2.3% | +4.0% |
| 6M | +19.8% | +12.2% | +7.6% | +16.4% |
| YTD | +34.9% | -12.8% | +47.7% | +37.3% |
| 1Y | +32.8% | -19.2% | +51.9% | +37.1% |
| 3Y | +93.7% | -35.6% | +129.3% | +106.7% |
| 5Y | +105.3% | -31.4% | +136.7% | +113.8% |
| All | +575.3% | -38.3% | +613.7% | +629.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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