+537.5%
FAST vs CMI
+323.3%
+214.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | +5.0% | +1.5% | +3.5% | +4.3% |
| 30D | +8.6% | -14.0% | +22.5% | +15.4% |
| 3M | +6.9% | -28.3% | +35.3% | +23.0% |
| 6M | +29.6% | -34.9% | +64.5% | +53.6% |
| YTD | +41.4% | -9.9% | +51.3% | +42.0% |
| 1Y | +38.5% | -3.6% | +42.1% | +34.4% |
| 3Y | +98.7% | +120.9% | -22.2% | +22.3% |
| 5Y | +108.0% | +116.1% | -8.0% | +27.0% |
| All | +537.5% | +323.3% | +214.2% | +158.2% |
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