+324.6%
CMG vs FAST
+546.1%
-221.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | -0.6% | +5.0% | -5.7% | -2.3% |
| 30D | +15.9% | +8.6% | +7.3% | +12.6% |
| 3M | +7.8% | +6.9% | +0.8% | +5.1% |
| 6M | +7.7% | +29.6% | -21.9% | -2.5% |
| YTD | -4.9% | +41.4% | -46.4% | -17.0% |
| 1Y | +12.3% | +38.5% | -26.2% | -1.2% |
| 3Y | -17.1% | +98.7% | -115.8% | -37.8% |
| 5Y | -5.6% | +108.0% | -113.7% | -31.5% |
| All | +324.6% | +546.1% | -221.5% | +108.5% |
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 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