+74,290.4%
FAST vs CMS
+475.9%
+73,814.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +0.7% | +1.7% | -1.0% | +0.2% |
| 30D | +4.6% | +8.6% | -4.0% | +2.1% |
| 3M | +6.4% | -0.5% | +6.8% | +6.4% |
| 6M | +20.6% | -4.2% | +24.8% | +21.8% |
| YTD | +34.7% | +3.4% | +31.2% | +33.0% |
| 1Y | +29.7% | +0.4% | +29.2% | +29.1% |
| 3Y | +89.9% | +38.2% | +51.7% | +71.5% |
| 5Y | +105.0% | +35.4% | +69.5% | +85.5% |
| 10Y | +594.2% | +131.7% | +462.5% | +435.4% |
| All | +74,290.4% | +475.9% | +73,814.5% | +37,584.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling