+579.5%
CEG vs FAST
+106.4%
+473.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.2% |
| 7D | +11.8% | +4.3% | +7.5% | +10.4% |
| 30D | -6.5% | +8.3% | -14.8% | -8.8% |
| 3M | -1.2% | +6.5% | -7.6% | -3.2% |
| 6M | -8.0% | +29.5% | -37.6% | -15.7% |
| YTD | -21.9% | +41.3% | -63.1% | -31.4% |
| 1Y | -21.4% | +37.4% | -58.8% | -30.3% |
| 3Y | +130.0% | +98.5% | +31.5% | +64.0% |
| All | +579.5% | +106.4% | +473.1% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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