+111.2%
CEG vs FAST
+90.9%
+20.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | -4.7% | +2.1% | -6.8% | -5.0% |
| 30D | -16.6% | +6.9% | -23.4% | -17.3% |
| 3M | -4.1% | +4.8% | -9.0% | -4.7% |
| 6M | -22.3% | +19.8% | -42.1% | -24.3% |
| YTD | -28.9% | +34.9% | -63.8% | -32.5% |
| 1Y | -28.5% | +32.8% | -61.2% | -31.8% |
| All | +111.2% | +90.9% | +20.3% | +78.3% |
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 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