+31.6%
FAST vs CSGP
-53.2%
+84.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +1.5% |
| 7D | +3.4% | +18.3% | -14.9% | +2.8% |
| 30D | +5.5% | +17.8% | -12.3% | +4.8% |
| 3M | +7.6% | +9.3% | -1.7% | +7.2% |
| 6M | +19.8% | -7.9% | +27.7% | +20.1% |
| YTD | +35.5% | -51.5% | +87.0% | +41.4% |
| 1Y | +31.6% | -53.3% | +84.9% | +39.6% |
| All | +31.6% | -53.2% | +84.8% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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