+38.4%
FAST vs CFG
+28.3%
+10.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.3% | -0.9% |
| 7D | +4.2% | +3.2% | +1.0% | +2.8% |
| 30D | +6.7% | +5.1% | +1.5% | +4.5% |
| 3M | +8.0% | -11.2% | +19.3% | +13.4% |
| 6M | +27.4% | +9.6% | +17.9% | +20.7% |
| YTD | +40.5% | +15.0% | +25.5% | +29.6% |
| 1Y | +38.4% | +29.9% | +8.5% | +21.3% |
| All | +38.4% | +28.3% | +10.0% | +21.3% |
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