+598.5%
CEG vs FAST
+106.6%
+491.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | +17.8% | +5.0% | +12.8% | +16.1% |
| 30D | -4.5% | +8.6% | -13.1% | -7.0% |
| 3M | +1.5% | +6.9% | -5.4% | -0.7% |
| 6M | -3.5% | +29.6% | -33.1% | -11.6% |
| YTD | -19.7% | +41.4% | -61.1% | -29.5% |
| 1Y | -19.8% | +38.5% | -58.3% | -29.1% |
| 3Y | +136.4% | +98.7% | +37.7% | +68.5% |
| All | +598.5% | +106.6% | +491.9% | +356.6% |
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