+499.9%
FAST vs CVE
+159.5%
+340.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -0.4% | +2.5% | -2.9% | -0.7% |
| 30D | -0.8% | +16.7% | -17.5% | -2.6% |
| 3M | +5.8% | +9.3% | -3.5% | +4.3% |
| 6M | +8.0% | +43.6% | -35.6% | +2.6% |
| YTD | +25.6% | +93.6% | -68.0% | +14.9% |
| 1Y | +0.8% | +98.8% | -97.9% | -8.3% |
| 3Y | +86.1% | +73.6% | +12.5% | +69.8% |
| 5Y | +100.2% | +312.5% | -212.3% | +59.2% |
| All | +499.9% | +159.5% | +340.4% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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