+94.6%
FAST vs CVE
+59.0%
+35.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.6% | +9.3% | +2.4% |
| 7D | +3.4% | -12.1% | +15.5% | +4.5% |
| 30D | +5.5% | -9.8% | +15.3% | +6.4% |
| 3M | +7.6% | -0.7% | +8.3% | +7.4% |
| 6M | +19.8% | -4.3% | +24.1% | +19.9% |
| YTD | +35.5% | +70.6% | -35.1% | +24.3% |
| 1Y | +31.6% | +73.2% | -41.5% | +20.4% |
| All | +94.6% | +59.0% | +35.6% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling