+10.9%
CMG vs FAST
+32.0%
-21.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.2% | +5.5% |
| 7D | +22.5% | +3.4% | +19.1% | +21.8% |
| 30D | +14.1% | +5.5% | +8.6% | +13.0% |
| 3M | +4.1% | +7.6% | -3.5% | +2.7% |
| 6M | +10.1% | +19.8% | -9.7% | +4.7% |
| YTD | -4.9% | +35.5% | -40.3% | -17.3% |
| 1Y | +10.9% | +31.6% | -20.7% | -1.5% |
| All | +10.9% | +32.0% | -21.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling