+575.3%
FAST vs CSGP
+63.3%
+512.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +1.4% |
| 7D | +2.1% | +1.3% | +0.8% | +1.7% |
| 30D | +6.9% | +10.7% | -3.8% | +2.9% |
| 3M | +4.8% | +3.3% | +1.6% | +2.3% |
| 6M | +19.8% | -10.3% | +30.1% | +20.8% |
| YTD | +34.9% | -54.6% | +89.5% | +64.8% |
| 1Y | +32.8% | -54.6% | +87.4% | +62.0% |
| 3Y | +93.7% | -60.3% | +154.1% | +140.1% |
| 5Y | +105.3% | -63.3% | +168.6% | +154.4% |
| All | +575.3% | +63.3% | +512.0% | +463.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling