+531.8%
FAST vs CTAS
+820.8%
-289.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | 0.0% |
| 7D | +4.8% | +0.7% | +4.1% | +4.4% |
| 30D | +8.6% | +11.3% | -2.7% | +3.0% |
| 3M | +5.7% | +11.4% | -5.7% | 0.0% |
| 6M | +25.5% | +35.6% | -10.2% | +7.2% |
| YTD | +39.6% | +20.7% | +18.9% | +26.2% |
| 1Y | +35.5% | +22.8% | +12.7% | +21.3% |
| 3Y | +96.2% | +73.4% | +22.8% | +45.1% |
| 5Y | +110.2% | +117.6% | -7.4% | +37.8% |
| 10Y | +531.8% | +818.4% | -286.6% | +119.7% |
| All | +531.8% | +820.8% | -289.0% | +119.7% |
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