+105.3%
FAST vs CTVA
+34.7%
+70.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.3% | -1.2% |
| 7D | +4.2% | -20.8% | +24.9% | +8.4% |
| 30D | +6.7% | -29.6% | +36.3% | +14.1% |
| 3M | +8.0% | -16.9% | +24.9% | +9.9% |
| 6M | +27.4% | -24.3% | +51.7% | +32.2% |
| YTD | +40.5% | -5.6% | +46.1% | +36.5% |
| 1Y | +38.4% | -4.2% | +42.5% | +33.8% |
| 3Y | +98.7% | +43.3% | +55.4% | +69.0% |
| All | +105.3% | +34.7% | +70.6% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling