+12.8%
CRM vs FAST
+91.5%
-78.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.8% |
| 7D | -3.5% | +1.3% | -4.8% | -3.7% |
| 30D | +29.3% | -4.7% | +34.0% | +30.3% |
| 3M | +36.8% | +7.9% | +28.9% | +34.9% |
| 6M | +23.9% | +7.4% | +16.4% | +21.7% |
| YTD | -5.5% | +25.1% | -30.6% | -11.4% |
| 1Y | -0.4% | +4.7% | -5.1% | -1.5% |
| 3Y | +12.8% | +94.7% | -81.9% | -10.9% |
| All | +12.8% | +91.5% | -78.7% | -10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling