+575.3%
FAST vs CMS
+125.4%
+449.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | +2.1% | -1.3% | +3.4% | +2.6% |
| 30D | +6.9% | +6.3% | +0.6% | +4.3% |
| 3M | +4.8% | -2.1% | +6.9% | +5.5% |
| 6M | +19.8% | -5.1% | +24.9% | +21.9% |
| YTD | +34.9% | +1.3% | +33.6% | +33.7% |
| 1Y | +32.8% | -1.4% | +34.2% | +32.9% |
| 3Y | +93.7% | +36.9% | +56.8% | +68.0% |
| 5Y | +105.3% | +32.5% | +72.8% | +79.4% |
| All | +575.3% | +125.4% | +449.9% | +495.3% |
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