-3.9%
CRM vs FAST
+106.4%
-110.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.7% |
| 7D | -8.1% | -0.4% | -7.7% | -7.9% |
| 30D | +23.1% | -6.4% | +29.5% | +26.6% |
| 3M | +42.5% | +7.1% | +35.5% | +38.1% |
| 6M | +25.3% | +7.0% | +18.3% | +19.8% |
| YTD | -7.8% | +24.1% | -31.9% | -19.1% |
| 1Y | +1.0% | +4.4% | -3.4% | -2.9% |
| 3Y | +10.0% | +93.2% | -83.3% | -32.6% |
| 5Y | -3.9% | +106.4% | -110.2% | -44.3% |
| All | -3.9% | +106.4% | -110.3% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling