+103.2%
FAST vs CMI
+112.4%
-9.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +2.1% | -10.0% | +12.1% | +5.5% |
| 30D | +6.9% | -13.0% | +19.9% | +11.5% |
| 3M | +4.8% | -29.9% | +34.7% | +17.4% |
| 6M | +19.8% | -36.7% | +56.5% | +37.7% |
| YTD | +34.9% | -10.9% | +45.8% | +35.1% |
| 1Y | +32.8% | -1.3% | +34.1% | +27.6% |
| 3Y | +93.7% | +117.4% | -23.6% | +29.4% |
| All | +103.2% | +112.4% | -9.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling