+74,290.4%
FAST vs CPB
+366.5%
+73,923.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +0.7% | +11.6% | -10.9% | -2.4% |
| 30D | +4.6% | +23.3% | -18.7% | -1.5% |
| 3M | +6.4% | +1.6% | +4.7% | +5.2% |
| 6M | +20.6% | +13.9% | +6.7% | +15.1% |
| YTD | +34.7% | -11.7% | +46.4% | +37.4% |
| 1Y | +29.7% | -18.2% | +47.9% | +35.0% |
| 3Y | +89.9% | -35.2% | +125.1% | +107.7% |
| 5Y | +105.0% | -30.5% | +135.5% | +116.4% |
| 10Y | +594.2% | -37.1% | +631.3% | +624.3% |
| All | +74,290.4% | +366.5% | +73,923.9% | +41,293.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling