+526.6%
FAST vs CG
+351.2%
+175.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | -0.4% | -4.3% | +4.0% | +0.8% |
| 30D | -0.8% | -5.1% | +4.3% | +0.4% |
| 3M | +5.8% | +8.7% | -2.9% | +2.9% |
| 6M | +8.0% | -9.2% | +17.2% | +9.8% |
| YTD | +25.6% | -18.9% | +44.5% | +31.2% |
| 1Y | +0.8% | -25.6% | +26.4% | +7.4% |
| 3Y | +86.1% | +57.3% | +28.8% | +53.7% |
| 5Y | +100.2% | +10.2% | +90.1% | +76.6% |
| 10Y | +494.2% | +364.2% | +130.0% | +233.4% |
| All | +526.6% | +351.2% | +175.4% | +246.8% |
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 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