+74,417.0%
FAST vs CAG
+602.0%
+73,815.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +2.1% | +5.8% | -3.7% | +0.5% |
| 30D | +6.9% | +16.4% | -9.5% | +2.3% |
| 3M | +4.8% | +3.8% | +1.0% | +3.3% |
| 6M | +19.8% | +10.8% | +9.0% | +15.4% |
| YTD | +34.9% | -5.8% | +40.7% | +35.4% |
| 1Y | +32.8% | -2.4% | +35.2% | +31.9% |
| 3Y | +93.7% | -33.4% | +127.2% | +110.9% |
| 5Y | +105.3% | -39.4% | +144.8% | +127.1% |
| 10Y | +595.4% | -37.5% | +632.8% | +629.2% |
| All | +74,417.0% | +602.0% | +73,815.0% | +34,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling