+547.9%
FAST vs CTAS
+848.9%
-301.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +2.8% |
| 7D | +3.8% | -0.7% | +4.6% | +4.2% |
| 30D | +8.1% | +10.3% | -2.2% | +2.9% |
| 3M | +5.8% | +10.2% | -4.4% | +0.6% |
| 6M | +24.9% | +34.4% | -9.5% | +7.1% |
| YTD | +38.9% | +19.6% | +19.4% | +26.1% |
| 1Y | +36.5% | +21.8% | +14.7% | +22.7% |
| 3Y | +98.1% | +74.1% | +24.0% | +46.2% |
| 5Y | +109.3% | +114.0% | -4.7% | +38.3% |
| 10Y | +547.9% | +813.9% | -266.0% | +127.2% |
| All | +547.9% | +848.9% | -301.0% | +127.2% |
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