+69,298.0%
FAST vs CPB
+325.7%
+68,972.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.1% | +1.7% |
| 7D | -0.4% | -8.6% | +8.2% | +2.0% |
| 30D | -0.8% | -7.2% | +6.5% | +1.0% |
| 3M | +5.8% | +0.9% | +4.9% | +4.9% |
| 6M | +8.0% | -11.8% | +19.8% | +10.9% |
| YTD | +25.6% | -19.4% | +45.0% | +32.0% |
| 1Y | +0.8% | -30.4% | +31.2% | +10.0% |
| 3Y | +86.1% | -40.2% | +126.3% | +108.3% |
| 5Y | +100.2% | -39.5% | +139.7% | +120.6% |
| 10Y | +494.2% | -47.4% | +541.6% | +556.2% |
| All | +69,298.0% | +325.7% | +68,972.3% | +39,669.4% |
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