+34.8%
FAST vs CTVA
+26.7%
+8.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.8% |
| 7D | +3.8% | +1.6% | +2.3% | +3.7% |
| 30D | +8.1% | -8.5% | +16.6% | +9.0% |
| 3M | +5.8% | +5.3% | +0.5% | +3.8% |
| 6M | +24.9% | -0.1% | +24.9% | +21.3% |
| YTD | +38.9% | +21.2% | +17.7% | +20.2% |
| All | +34.8% | +26.7% | +8.1% | +15.4% |
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