+38.4%
FAST vs CG
-25.8%
+64.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -0.8% |
| 7D | +4.2% | +0.2% | +4.0% | +4.1% |
| 30D | +6.7% | +11.2% | -4.5% | +5.1% |
| 3M | +8.0% | -22.1% | +30.1% | +11.8% |
| 6M | +27.4% | -17.9% | +45.3% | +31.1% |
| YTD | +40.5% | -31.3% | +71.8% | +50.4% |
| 1Y | +38.4% | -24.0% | +62.3% | +42.9% |
| All | +38.4% | -25.8% | +64.2% | +42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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