+107.2%
FAST vs CFG
+101.4%
+5.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | -0.8% | -3.8% | +3.1% | +0.2% |
| 3M | +5.8% | +11.5% | -5.7% | +2.5% |
| 6M | +8.0% | +19.2% | -11.2% | +2.7% |
| YTD | +25.6% | +23.7% | +1.9% | +18.3% |
| 1Y | +0.8% | +38.8% | -38.0% | -8.1% |
| 3Y | +86.1% | +178.9% | -92.8% | +41.0% |
| All | +107.2% | +101.4% | +5.8% | +66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling