+286.0%
FAST vs CTVA
+223.3%
+62.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.0% |
| 7D | -0.4% | +4.9% | -5.3% | -2.0% |
| 30D | -0.8% | +11.9% | -12.7% | -4.5% |
| 3M | +5.8% | +13.7% | -7.9% | +0.7% |
| 6M | +8.0% | +13.1% | -5.2% | +2.7% |
| YTD | +25.6% | +32.0% | -6.3% | +13.4% |
| 1Y | +0.8% | +22.1% | -21.3% | -7.0% |
| 3Y | +86.1% | +77.5% | +8.6% | +48.4% |
| 5Y | +100.2% | +106.3% | -6.1% | +48.1% |
| All | +286.0% | +223.3% | +62.7% | +121.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling