-8.7%
CMG vs FAST
+4.1%
-12.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.4% |
| 7D | -6.5% | +1.8% | -8.3% | -6.6% |
| 30D | +12.1% | -6.4% | +18.5% | +12.9% |
| 3M | +20.6% | +5.3% | +15.3% | +18.9% |
| 6M | +2.1% | +5.4% | -3.3% | +0.2% |
| YTD | -2.6% | +23.6% | -26.2% | -7.3% |
| 1Y | -8.7% | +4.1% | -12.8% | -14.7% |
| All | -8.7% | +4.1% | -12.8% | -14.7% |
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