+3,961.4%
CMG vs FAST
+1,748.5%
+2,212.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.5% |
| 7D | +8.6% | +3.8% | +4.8% | +6.9% |
| 30D | +13.1% | +8.1% | +5.1% | +9.4% |
| 3M | +9.0% | +5.8% | +3.2% | +6.2% |
| 6M | +10.0% | +24.9% | -14.8% | -0.8% |
| YTD | -3.4% | +38.9% | -42.3% | -17.3% |
| 1Y | +16.8% | +36.5% | -19.6% | +0.8% |
| 3Y | -14.7% | +98.1% | -112.8% | -39.1% |
| 5Y | -1.5% | +109.3% | -110.8% | -32.2% |
| 10Y | +383.6% | +547.9% | -164.3% | +87.6% |
| All | +3,961.4% | +1,748.5% | +2,212.8% | +743.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling