+31.6%
FAST vs CMI
+10.9%
+20.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.8% | +7.4% | +2.7% |
| 7D | +3.4% | -11.2% | +14.6% | +5.6% |
| 30D | +5.5% | -9.8% | +15.3% | +7.3% |
| 3M | +7.6% | -25.5% | +33.1% | +13.5% |
| 6M | +19.8% | -27.7% | +47.5% | +25.7% |
| YTD | +35.5% | -6.6% | +42.1% | +31.5% |
| 1Y | +31.6% | +11.7% | +20.0% | +25.1% |
| All | +31.6% | +10.9% | +20.7% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling