+238.9%
CRM vs FAST
+535.9%
-297.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -4.4% | -0.6% | -3.9% | -4.2% |
| 30D | +28.1% | -5.6% | +33.7% | +31.3% |
| 3M | +48.8% | +6.9% | +41.9% | +44.3% |
| 6M | +28.3% | +7.0% | +21.2% | +22.8% |
| YTD | -6.0% | +24.9% | -30.9% | -16.9% |
| 1Y | +1.4% | +6.5% | -5.0% | -3.6% |
| 3Y | +11.8% | +94.1% | -82.3% | -23.3% |
| 5Y | -2.0% | +107.7% | -109.7% | -35.0% |
| All | +238.9% | +535.9% | -297.0% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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