+365.9%
CMG vs FAST
+586.1%
-220.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +8.0% | +2.1% | +5.9% | +7.2% |
| 30D | +11.9% | +6.9% | +5.0% | +9.3% |
| 3M | +2.1% | +4.8% | -2.7% | +0.3% |
| 6M | +5.2% | +19.8% | -14.6% | -2.1% |
| YTD | -6.9% | +34.9% | -41.8% | -17.5% |
| 1Y | +12.7% | +32.8% | -20.1% | +0.5% |
| 3Y | -16.8% | +93.7% | -110.5% | -37.2% |
| 5Y | -4.1% | +105.3% | -109.4% | -30.2% |
| All | +365.9% | +586.1% | -220.3% | +106.8% |
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