-27.3%
CRM vs FAST
+106.5%
-133.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | +2.0% | +4.2% | -2.2% | +0.2% |
| 30D | -7.7% | +6.7% | -14.3% | -10.3% |
| 3M | +8.4% | +8.0% | +0.3% | +4.6% |
| 6M | +31.9% | +27.4% | +4.5% | +18.0% |
| YTD | -17.2% | +40.5% | -57.7% | -31.2% |
| 1Y | -8.6% | +38.4% | -47.0% | -23.6% |
| 3Y | +3.1% | +98.7% | -95.6% | -35.4% |
| All | -27.3% | +106.5% | -133.8% | -57.8% |
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