+107.2%
FAST vs CSGP
-64.7%
+171.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.3% |
| 7D | -0.4% | -4.1% | +3.7% | +0.6% |
| 30D | -0.8% | +2.3% | -3.1% | -1.6% |
| 3M | +5.8% | -8.2% | +13.9% | +7.1% |
| 6M | +8.0% | -35.1% | +43.0% | +18.9% |
| YTD | +25.6% | -54.0% | +79.7% | +50.3% |
| 1Y | +0.8% | -65.3% | +66.1% | +30.6% |
| 3Y | +86.1% | -62.6% | +148.7% | +129.7% |
| All | +107.2% | -64.7% | +171.9% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling