+76,638.8%
FAST vs CMI
+16,427.7%
+60,211.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.7% | +1.6% |
| 7D | +3.8% | -6.8% | +10.7% | +6.4% |
| 30D | +8.1% | -10.9% | +18.9% | +12.4% |
| 3M | +5.8% | -27.3% | +33.1% | +18.4% |
| 6M | +24.9% | -30.9% | +55.7% | +40.8% |
| YTD | +38.9% | -7.7% | +46.6% | +39.6% |
| 1Y | +36.5% | 0.0% | +36.5% | +32.9% |
| 3Y | +98.1% | +130.1% | -31.9% | +38.2% |
| 5Y | +109.3% | +121.5% | -12.2% | +46.5% |
| 10Y | +547.9% | +339.4% | +208.6% | +245.7% |
| All | +76,638.8% | +16,427.7% | +60,211.1% | +11,500.7% |
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