+533.3%
FAST vs CFG
+216.2%
+317.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.8% |
| 7D | +4.2% | +3.2% | +1.0% | +3.2% |
| 30D | +6.7% | +5.1% | +1.5% | +5.1% |
| 3M | +8.0% | -11.2% | +19.3% | +11.7% |
| 6M | +27.4% | +9.6% | +17.9% | +23.8% |
| YTD | +40.5% | +15.0% | +25.5% | +34.5% |
| 1Y | +38.4% | +29.9% | +8.5% | +28.0% |
| 3Y | +98.7% | +192.1% | -93.4% | +43.6% |
| 5Y | +106.7% | +62.3% | +44.4% | +71.6% |
| All | +533.3% | +216.2% | +317.1% | +317.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling