+284.3%
FAST vs CTVA
+216.1%
+68.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | +1.3% | -2.1% | +3.4% | +1.9% |
| 30D | -4.7% | +12.0% | -16.8% | -8.4% |
| 3M | +7.9% | +13.5% | -5.5% | +2.8% |
| 6M | +7.4% | +12.1% | -4.7% | +2.4% |
| YTD | +25.1% | +29.0% | -3.9% | +13.7% |
| 1Y | +4.7% | +18.9% | -14.2% | -2.5% |
| 3Y | +94.7% | +78.9% | +15.8% | +54.7% |
| 5Y | +106.8% | +105.2% | +1.5% | +53.0% |
| All | +284.3% | +216.1% | +68.2% | +121.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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