+77,932.6%
FAST vs CPB
+349.9%
+77,582.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +4.3% | -4.1% | +8.4% | +5.5% |
| 30D | +8.3% | +16.9% | -8.6% | +3.4% |
| 3M | +6.5% | -0.6% | +7.0% | +5.9% |
| 6M | +29.5% | +11.4% | +18.1% | +24.3% |
| YTD | +41.3% | -14.8% | +56.1% | +45.5% |
| 1Y | +37.4% | -24.8% | +62.2% | +46.5% |
| 3Y | +98.5% | -36.6% | +135.1% | +118.3% |
| 5Y | +111.1% | -33.3% | +144.5% | +125.4% |
| 10Y | +548.6% | -40.4% | +589.0% | +587.8% |
| All | +77,932.6% | +349.9% | +77,582.7% | +43,750.3% |
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