+95.9%
CEG vs FAST
+91.5%
+4.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -9.4% | +0.7% | -10.1% | -9.5% |
| 30D | -20.2% | +4.6% | -24.9% | -20.7% |
| 3M | -9.5% | +6.4% | -15.8% | -10.2% |
| 6M | -25.0% | +20.6% | -45.6% | -26.9% |
| YTD | -31.9% | +34.7% | -66.5% | -35.3% |
| 1Y | -33.7% | +29.7% | -63.3% | -36.5% |
| All | +95.9% | +91.5% | +4.4% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling