+489.4%
FAST vs CFG
+396.4%
+93.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.3% |
| 3M | +5.8% | +11.5% | -5.7% | +2.3% |
| 6M | +8.0% | +19.2% | -11.2% | +2.3% |
| YTD | +25.6% | +23.7% | +1.9% | +17.7% |
| 1Y | +0.8% | +38.8% | -38.0% | -8.9% |
| 3Y | +86.1% | +178.9% | -92.8% | +34.3% |
| 5Y | +100.2% | +101.8% | -1.6% | +54.3% |
| 10Y | +494.2% | +317.3% | +176.9% | +228.4% |
| All | +489.4% | +396.4% | +93.0% | +200.0% |
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