+323.6%
CMG vs FAST
+506.4%
-182.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.5% | +1.3% | -2.8% | -2.0% |
| 30D | +12.7% | -4.7% | +17.5% | +14.5% |
| 3M | +26.3% | +7.9% | +18.3% | +22.2% |
| 6M | +4.5% | +7.4% | -2.9% | +0.9% |
| YTD | -0.1% | +25.1% | -25.2% | -8.9% |
| 1Y | -6.8% | +4.7% | -11.5% | -9.6% |
| 3Y | -5.0% | +94.7% | -99.7% | -28.6% |
| 5Y | -3.0% | +106.8% | -109.8% | -29.2% |
| 10Y | +323.6% | +507.7% | -184.1% | +118.3% |
| All | +323.6% | +506.4% | -182.8% | +118.3% |
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 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