+575.3%
FAST vs CFG
+242.7%
+332.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.1% | -0.9% | +3.0% | +2.3% |
| 30D | +6.9% | +1.1% | +5.8% | +6.5% |
| 3M | +4.8% | -12.0% | +16.8% | +8.6% |
| 6M | +19.8% | -2.2% | +22.0% | +20.2% |
| YTD | +34.9% | +11.4% | +23.5% | +30.3% |
| 1Y | +32.8% | +27.8% | +4.9% | +23.3% |
| 3Y | +93.7% | +173.3% | -79.6% | +42.2% |
| 5Y | +105.3% | +62.4% | +42.9% | +70.1% |
| All | +575.3% | +242.7% | +332.6% | +290.9% |
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