+38.4%
FAST vs CMI
-3.8%
+42.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | +6.7% | -14.0% | +20.7% | +9.6% |
| 3M | +8.0% | -28.1% | +36.2% | +15.1% |
| 6M | +27.4% | -35.8% | +63.3% | +39.1% |
| YTD | +40.5% | -10.5% | +51.0% | +34.0% |
| 1Y | +38.4% | -1.9% | +40.2% | +28.1% |
| All | +38.4% | -3.8% | +42.2% | +28.1% |
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