+547.9%
FAST vs CMS
+127.7%
+420.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.4% | +2.8% |
| 7D | +3.8% | -0.9% | +4.8% | +4.2% |
| 30D | +8.1% | +7.1% | +1.0% | +5.1% |
| 3M | +5.8% | -1.3% | +7.1% | +6.2% |
| 6M | +24.9% | -2.7% | +27.5% | +25.8% |
| YTD | +38.9% | +2.6% | +36.3% | +36.9% |
| 1Y | +36.5% | -2.0% | +38.5% | +37.0% |
| 3Y | +98.1% | +39.6% | +58.5% | +69.8% |
| 5Y | +109.3% | +35.3% | +74.0% | +80.7% |
| 10Y | +547.9% | +132.3% | +415.6% | +433.9% |
| All | +547.9% | +127.7% | +420.2% | +433.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling