+571.6%
FAST vs CG
+283.8%
+287.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +1.2% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | +4.6% | +2.8% | +1.9% | +3.7% |
| 3M | +6.4% | -19.2% | +25.6% | +12.2% |
| 6M | +20.6% | -21.0% | +41.6% | +27.4% |
| YTD | +34.7% | -31.0% | +65.6% | +46.6% |
| 1Y | +29.7% | -21.1% | +50.7% | +35.7% |
| 3Y | +89.9% | +48.8% | +41.1% | +58.8% |
| 5Y | +105.0% | -21.5% | +126.5% | +98.9% |
| 10Y | +594.2% | +298.1% | +296.1% | +305.0% |
| All | +571.6% | +283.8% | +287.8% | +287.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling