+105.0%
FAST vs CVE
+148.3%
-43.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.3% |
| 7D | +0.7% | -14.1% | +14.7% | +2.0% |
| 30D | +4.6% | -11.6% | +16.3% | +5.7% |
| 3M | +6.4% | 0.0% | +6.3% | +6.1% |
| 6M | +20.6% | -8.4% | +29.0% | +21.1% |
| YTD | +34.7% | +65.9% | -31.2% | +26.3% |
| 1Y | +29.7% | +69.4% | -39.8% | +21.2% |
| 3Y | +89.9% | +55.9% | +34.0% | +76.1% |
| 5Y | +105.0% | +146.2% | -41.2% | +80.5% |
| All | +105.0% | +148.3% | -43.4% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling