+574.2%
FAST vs CVE
+137.5%
+436.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.3% |
| 7D | +0.7% | -14.1% | +14.7% | +2.4% |
| 30D | +4.6% | -11.6% | +16.3% | +6.0% |
| 3M | +6.4% | 0.0% | +6.3% | +6.1% |
| 6M | +20.6% | -8.4% | +29.0% | +21.2% |
| YTD | +34.7% | +65.9% | -31.2% | +25.2% |
| 1Y | +29.7% | +69.4% | -39.8% | +20.1% |
| 3Y | +89.9% | +55.9% | +34.0% | +75.4% |
| 5Y | +105.0% | +146.2% | -41.2% | +74.2% |
| All | +574.2% | +137.5% | +436.6% | +403.8% |
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