+334.0%
FAST vs CTVA
+197.7%
+136.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +4.3% | -1.0% | +5.3% | +4.6% |
| 30D | +8.3% | -8.7% | +17.0% | +11.3% |
| 3M | +6.5% | +6.4% | +0.1% | +3.3% |
| 6M | +29.5% | -1.9% | +31.4% | +28.2% |
| YTD | +41.3% | +21.5% | +19.7% | +29.9% |
| 1Y | +37.4% | +24.3% | +13.1% | +25.3% |
| 3Y | +98.5% | +91.8% | +6.7% | +52.9% |
| 5Y | +111.1% | +78.4% | +32.7% | +63.1% |
| All | +334.0% | +197.7% | +136.3% | +153.3% |
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