+531.8%
FAST vs CMI
+325.3%
+206.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.6% |
| 7D | +4.8% | -9.3% | +14.1% | +9.1% |
| 30D | +8.6% | -13.2% | +21.8% | +15.0% |
| 3M | +5.7% | -28.2% | +33.9% | +21.5% |
| 6M | +25.5% | -32.7% | +58.2% | +46.3% |
| YTD | +39.6% | -10.1% | +49.7% | +40.3% |
| 1Y | +35.5% | -4.9% | +40.3% | +32.2% |
| 3Y | +96.2% | +120.4% | -24.2% | +21.0% |
| 5Y | +110.2% | +114.3% | -4.1% | +29.0% |
| 10Y | +531.8% | +324.8% | +207.0% | +160.0% |
| All | +531.8% | +325.3% | +206.6% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling