+32.8%
FAST vs CG
-21.8%
+54.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.1% | -1.2% | +3.3% | +2.2% |
| 30D | +6.9% | +5.0% | +1.9% | +6.2% |
| 3M | +4.8% | -18.2% | +23.0% | +7.8% |
| 6M | +19.8% | -20.7% | +40.5% | +23.9% |
| YTD | +34.9% | -31.4% | +66.3% | +44.2% |
| 1Y | +32.8% | -22.3% | +55.0% | +35.8% |
| All | +32.8% | -21.8% | +54.6% | +35.8% |
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