+5,056.4%
CRM vs FAST
+2,607.0%
+2,449.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.2% | +5.0% | -7.2% | -4.6% |
| 30D | -8.6% | +8.6% | -17.1% | -12.6% |
| 3M | +12.7% | +6.9% | +5.8% | +8.5% |
| 6M | +27.6% | +29.6% | -2.0% | +10.6% |
| YTD | -17.3% | +41.4% | -58.7% | -32.9% |
| 1Y | -10.8% | +38.5% | -49.3% | -26.9% |
| 3Y | +3.8% | +98.7% | -95.0% | -32.1% |
| 5Y | -27.7% | +108.0% | -135.7% | -54.0% |
| 10Y | +197.3% | +549.3% | -352.0% | -4.3% |
| All | +5,056.4% | +2,607.0% | +2,449.4% | +643.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling