-18.0%
CMG vs FAST
+97.8%
-115.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +1.0% | +0.5% |
| 7D | +2.5% | +4.2% | -1.7% | +1.5% |
| 30D | +15.6% | +6.7% | +8.9% | +13.9% |
| 3M | +8.2% | +8.0% | +0.1% | +6.3% |
| 6M | +9.9% | +27.4% | -17.6% | +3.0% |
| YTD | -4.6% | +40.5% | -45.1% | -13.2% |
| 1Y | +12.4% | +38.4% | -25.9% | +2.7% |
| 3Y | -18.0% | +98.7% | -116.6% | -33.2% |
| All | -18.0% | +97.8% | -115.8% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling