+524.1%
FAST vs CMI
+501.9%
+22.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | +1.8% | +0.7% | +1.1% | +1.4% |
| 30D | -6.4% | -12.3% | +5.8% | -0.9% |
| 3M | +5.3% | -16.8% | +22.1% | +13.0% |
| 6M | +5.4% | +1.5% | +3.9% | +2.0% |
| YTD | +23.6% | +9.8% | +13.8% | +14.3% |
| 1Y | +4.1% | +42.6% | -38.5% | -16.0% |
| 3Y | +92.4% | +151.0% | -58.6% | +12.6% |
| 5Y | +106.1% | +167.0% | -60.9% | +14.2% |
| 10Y | +524.1% | +512.2% | +11.9% | +99.1% |
| All | +524.1% | +501.9% | +22.2% | +99.1% |
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 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