+107.2%
FAST vs CG
+10.1%
+97.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | -0.4% | -4.3% | +4.0% | +0.7% |
| 30D | -0.8% | -5.1% | +4.3% | +0.3% |
| 3M | +5.8% | +8.7% | -2.9% | +3.2% |
| 6M | +8.0% | -9.2% | +17.2% | +9.7% |
| YTD | +25.6% | -18.9% | +44.5% | +30.8% |
| 1Y | +0.8% | -25.6% | +26.4% | +6.9% |
| 3Y | +86.1% | +57.3% | +28.8% | +55.1% |
| All | +107.2% | +10.1% | +97.1% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling