+69,298.0%
FAST vs CMS
+457.8%
+68,840.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.4% | +0.4% | -0.7% | -0.5% |
| 30D | -0.8% | -3.6% | +2.8% | +0.2% |
| 3M | +5.8% | -1.9% | +7.7% | +6.2% |
| 6M | +8.0% | -11.0% | +19.0% | +11.5% |
| YTD | +25.6% | +0.2% | +25.4% | +25.3% |
| 1Y | +0.8% | -1.3% | +2.1% | +0.9% |
| 3Y | +86.1% | +35.9% | +50.2% | +68.7% |
| 5Y | +100.2% | +23.1% | +77.1% | +86.2% |
| 10Y | +494.2% | +117.9% | +376.3% | +366.3% |
| All | +69,298.0% | +457.8% | +68,840.2% | +35,402.3% |
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 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