+518.2%
CEG vs FAST
+97.1%
+421.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | -4.7% | +2.1% | -6.8% | -5.4% |
| 30D | -16.6% | +6.9% | -23.4% | -18.4% |
| 3M | -4.1% | +4.8% | -9.0% | -5.7% |
| 6M | -22.3% | +19.8% | -42.1% | -27.0% |
| YTD | -28.9% | +34.9% | -63.8% | -36.8% |
| 1Y | -28.5% | +32.8% | -61.2% | -35.9% |
| 3Y | +104.3% | +93.7% | +10.5% | +45.8% |
| All | +518.2% | +97.1% | +421.1% | +309.8% |
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