+533.3%
FAST vs CAG
-37.3%
+570.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.9% |
| 7D | +4.2% | -3.3% | +7.5% | +5.0% |
| 30D | +6.7% | +7.7% | -1.0% | +4.6% |
| 3M | +8.0% | -3.2% | +11.2% | +8.4% |
| 6M | +27.4% | +7.0% | +20.5% | +24.3% |
| YTD | +40.5% | -9.0% | +49.5% | +42.3% |
| 1Y | +38.4% | -9.6% | +48.0% | +40.3% |
| 3Y | +98.7% | -36.0% | +134.7% | +116.5% |
| 5Y | +106.7% | -40.9% | +147.6% | +127.7% |
| All | +533.3% | -37.3% | +570.6% | +572.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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