+499.9%
FAST vs CPB
-47.3%
+547.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +1.4% |
| 7D | -0.4% | -8.6% | +8.2% | +1.3% |
| 30D | -0.8% | -7.2% | +6.5% | +0.5% |
| 3M | +5.8% | +0.9% | +4.9% | +5.1% |
| 6M | +8.0% | -11.8% | +19.8% | +10.0% |
| YTD | +25.6% | -19.4% | +45.0% | +30.1% |
| 1Y | +0.8% | -30.4% | +31.2% | +7.3% |
| 3Y | +86.1% | -40.2% | +126.3% | +101.6% |
| 5Y | +100.2% | -39.5% | +139.7% | +114.3% |
| All | +499.9% | -47.3% | +547.2% | +563.7% |
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