+38.4%
FAST vs CMS
-2.7%
+41.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | +4.2% | +1.7% | +2.4% | +3.6% |
| 30D | +6.7% | +6.2% | +0.5% | +4.7% |
| 3M | +8.0% | +0.6% | +7.4% | +8.0% |
| 6M | +27.4% | -1.8% | +29.2% | +28.4% |
| YTD | +40.5% | +3.8% | +36.7% | +40.7% |
| 1Y | +38.4% | -1.8% | +40.1% | +39.9% |
| All | +38.4% | -2.7% | +41.0% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling