+31.6%
FAST vs CVE
+73.4%
-41.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.6% | +9.3% | +1.6% |
| 7D | +3.4% | -12.1% | +15.5% | +3.3% |
| 30D | +5.5% | -9.8% | +15.3% | +5.4% |
| 3M | +7.6% | -0.7% | +8.3% | +7.8% |
| 6M | +19.8% | -4.3% | +24.1% | +20.4% |
| YTD | +35.5% | +70.6% | -35.1% | +23.9% |
| 1Y | +31.6% | +73.2% | -41.5% | +20.4% |
| All | +31.6% | +73.4% | -41.7% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling