+77,018.5%
FAST vs CMI
+15,992.3%
+61,026.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.5% |
| 7D | +4.8% | -9.3% | +14.1% | +8.4% |
| 30D | +8.6% | -13.2% | +21.8% | +14.0% |
| 3M | +5.7% | -28.2% | +33.9% | +18.8% |
| 6M | +25.5% | -32.7% | +58.2% | +42.9% |
| YTD | +39.6% | -10.1% | +49.7% | +41.7% |
| 1Y | +35.5% | -4.9% | +40.3% | +34.4% |
| 3Y | +96.2% | +120.4% | -24.2% | +39.0% |
| 5Y | +110.2% | +114.3% | -4.1% | +48.9% |
| 10Y | +531.8% | +324.8% | +207.0% | +241.2% |
| All | +77,018.5% | +15,992.3% | +61,026.2% | +11,670.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling