+6,032.9%
CRM vs FAST
+2,304.8%
+3,728.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.7% | -2.4% |
| 7D | +1.3% | -0.4% | +1.6% | +1.4% |
| 30D | +34.3% | -0.8% | +35.1% | +34.7% |
| 3M | +37.7% | +5.8% | +31.9% | +33.4% |
| 6M | +34.9% | +8.0% | +27.0% | +27.4% |
| YTD | -1.6% | +25.6% | -27.3% | -14.9% |
| 1Y | +7.1% | +0.8% | +6.3% | +3.6% |
| 3Y | +19.0% | +86.1% | -67.1% | -19.6% |
| 5Y | -1.3% | +100.2% | -101.5% | -35.9% |
| 10Y | +251.2% | +494.2% | -243.0% | +17.7% |
| All | +6,032.9% | +2,304.8% | +3,728.1% | +842.8% |
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