+110.2%
FAST vs CTAS
+116.8%
-6.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.4% |
| 3M | +5.7% | +11.4% | -5.7% | -0.6% |
| 6M | +25.5% | +35.6% | -10.2% | +5.1% |
| YTD | +39.6% | +20.7% | +18.9% | +24.8% |
| 1Y | +35.5% | +22.8% | +12.7% | +19.8% |
| 3Y | +96.2% | +73.4% | +22.8% | +33.2% |
| 5Y | +110.2% | +117.6% | -7.4% | +18.4% |
| All | +110.2% | +116.8% | -6.6% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling