-2.5%
CMG vs FAST
+100.5%
-103.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | -2.8% | -0.4% | -2.5% | -2.7% |
| 30D | +7.1% | -0.8% | +7.9% | +7.2% |
| 3M | +31.2% | +5.8% | +25.4% | +27.5% |
| 6M | +0.7% | +8.0% | -7.3% | -3.3% |
| YTD | -0.1% | +25.6% | -25.7% | -10.2% |
| 1Y | -10.7% | +0.8% | -11.6% | -12.3% |
| 3Y | -4.7% | +86.1% | -90.8% | -32.4% |
| All | -2.5% | +100.5% | -103.0% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling