+533.3%
FAST vs CTAS
+812.5%
-279.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | +4.2% | +1.7% | +2.4% | +3.3% |
| 30D | +6.7% | +8.4% | -1.8% | +2.4% |
| 3M | +8.0% | +13.0% | -5.0% | +1.5% |
| 6M | +27.4% | +39.1% | -11.6% | +7.5% |
| YTD | +40.5% | +21.2% | +19.3% | +26.7% |
| 1Y | +38.4% | +21.6% | +16.8% | +24.5% |
| 3Y | +98.7% | +73.2% | +25.4% | +47.0% |
| 5Y | +106.7% | +115.7% | -9.0% | +36.0% |
| All | +533.3% | +812.5% | -279.1% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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