+69,298.0%
FAST vs CTAS
+23,129.2%
+46,168.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -0.4% | -1.8% | +1.5% | +0.4% |
| 30D | -0.8% | -0.2% | -0.6% | -0.7% |
| 3M | +5.8% | +11.7% | -5.9% | +0.5% |
| 6M | +8.0% | +0.7% | +7.3% | +7.1% |
| YTD | +25.6% | +7.4% | +18.2% | +21.1% |
| 1Y | +0.8% | -2.1% | +2.9% | +1.1% |
| 3Y | +86.1% | +62.9% | +23.2% | +47.8% |
| 5Y | +100.2% | +111.9% | -11.7% | +42.1% |
| 10Y | +494.2% | +652.2% | -158.0% | +136.2% |
| All | +69,298.0% | +23,129.2% | +46,168.8% | +8,683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling