+38.5%
FAST vs CTVA
-5.7%
+44.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -24.3% | +24.4% | +1.8% |
| 7D | +5.0% | -23.7% | +28.7% | +6.7% |
| 30D | +8.6% | -31.2% | +39.8% | +11.5% |
| 3M | +6.9% | -18.7% | +25.6% | +6.3% |
| 6M | +29.6% | -25.5% | +55.1% | +28.9% |
| YTD | +41.4% | -8.0% | +49.4% | +24.0% |
| 1Y | +38.5% | -7.0% | +45.5% | +21.0% |
| All | +38.5% | -5.7% | +44.2% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling