+5,831.3%
FAST vs CSGP
+3,520.0%
+2,311.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.8% |
| 7D | +3.4% | +18.3% | -14.9% | -0.4% |
| 30D | +5.5% | +17.8% | -12.3% | +1.1% |
| 3M | +7.6% | +9.3% | -1.7% | +4.4% |
| 6M | +19.8% | -7.9% | +27.7% | +19.9% |
| YTD | +35.5% | -51.5% | +87.0% | +54.5% |
| 1Y | +31.6% | -53.3% | +84.9% | +51.2% |
| 3Y | +91.0% | -57.9% | +148.9% | +121.3% |
| 5Y | +105.1% | -61.3% | +166.4% | +137.9% |
| 10Y | +598.2% | +77.5% | +520.7% | +477.8% |
| All | +5,831.3% | +3,520.0% | +2,311.3% | +2,616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling