+531.8%
FAST vs CFG
+351.2%
+180.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.6% | +0.3% |
| 7D | +0.7% | -2.2% | +2.8% | +1.3% |
| 30D | +4.6% | +0.4% | +4.3% | +4.5% |
| 3M | +6.4% | -12.6% | +18.9% | +10.5% |
| 6M | +20.6% | +0.6% | +20.0% | +20.0% |
| YTD | +34.7% | +12.4% | +22.2% | +29.6% |
| 1Y | +29.7% | +27.7% | +2.0% | +20.2% |
| 3Y | +89.9% | +172.4% | -82.4% | +38.4% |
| 5Y | +105.0% | +64.0% | +41.0% | +68.4% |
| 10Y | +594.2% | +252.8% | +341.3% | +304.4% |
| All | +531.8% | +351.2% | +180.6% | +230.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling