+96.2%
FAST vs CAG
-34.9%
+131.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | +4.8% | +6.6% | -1.8% | +3.5% |
| 30D | +8.6% | +13.9% | -5.3% | +5.8% |
| 3M | +5.7% | +4.0% | +1.7% | +4.6% |
| 6M | +25.5% | +10.0% | +15.5% | +22.5% |
| YTD | +39.6% | -6.1% | +45.7% | +40.8% |
| 1Y | +35.5% | -4.3% | +39.8% | +36.1% |
| 3Y | +96.2% | -34.6% | +130.8% | +109.1% |
| All | +96.2% | -34.9% | +131.1% | +109.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling