+74,290.4%
FAST vs CTAS
+26,135.0%
+48,155.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | -0.1% |
| 7D | +0.7% | +3.8% | -3.2% | -1.0% |
| 30D | +4.6% | +15.5% | -10.9% | -1.8% |
| 3M | +6.4% | +12.7% | -6.4% | +0.8% |
| 6M | +20.6% | +34.5% | -13.9% | +5.4% |
| YTD | +34.7% | +21.3% | +13.4% | +22.9% |
| 1Y | +29.7% | +23.1% | +6.6% | +17.6% |
| 3Y | +89.9% | +79.3% | +10.6% | +44.5% |
| 5Y | +105.0% | +114.7% | -9.7% | +44.1% |
| 10Y | +594.2% | +867.1% | -272.9% | +147.5% |
| All | +74,290.4% | +26,135.0% | +48,155.4% | +8,813.0% |
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 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