+31.6%
FAST vs CFG
+34.2%
-2.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.7% |
| 7D | +3.4% | +1.8% | +1.7% | +2.7% |
| 30D | +5.5% | +3.3% | +2.2% | +4.1% |
| 3M | +7.6% | -9.8% | +17.4% | +12.2% |
| 6M | +19.8% | +5.2% | +14.6% | +15.9% |
| YTD | +35.5% | +16.1% | +19.4% | +24.3% |
| 1Y | +31.6% | +33.7% | -2.0% | +12.4% |
| All | +31.6% | +34.2% | -2.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling