+69,298.0%
FAST vs CMI
+19,768.2%
+49,529.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.8% | -2.0% | -0.3% |
| 7D | -0.4% | -0.7% | +0.4% | -0.1% |
| 30D | -0.8% | -13.4% | +12.7% | +4.6% |
| 3M | +5.8% | -17.0% | +22.7% | +12.2% |
| 6M | +8.0% | -1.6% | +9.6% | +6.9% |
| YTD | +25.6% | +11.0% | +14.6% | +18.4% |
| 1Y | +0.8% | +41.9% | -41.1% | -13.8% |
| 3Y | +86.1% | +151.8% | -65.7% | +26.0% |
| 5Y | +100.2% | +163.6% | -63.4% | +31.7% |
| 10Y | +494.2% | +472.9% | +21.3% | +188.8% |
| All | +69,298.0% | +19,768.2% | +49,529.8% | +9,741.6% |
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