+98.1%
FAST vs CMI
+126.3%
-28.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +2.1% |
| 7D | +3.8% | -6.8% | +10.7% | +5.6% |
| 30D | +8.1% | -10.9% | +18.9% | +11.0% |
| 3M | +5.8% | -27.3% | +33.1% | +14.6% |
| 6M | +24.9% | -30.9% | +55.7% | +36.1% |
| YTD | +38.9% | -7.7% | +46.6% | +37.2% |
| 1Y | +36.5% | 0.0% | +36.5% | +31.3% |
| 3Y | +98.1% | +130.1% | -31.9% | +43.4% |
| All | +98.1% | +126.3% | -28.2% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling