+98.7%
FAST vs CRH
+65.8%
+32.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | +4.2% | -1.3% | +5.5% | +4.6% |
| 30D | +6.7% | +18.1% | -11.4% | +1.2% |
| 3M | +8.0% | -3.9% | +11.9% | +9.1% |
| 6M | +27.4% | -13.3% | +40.7% | +32.5% |
| YTD | +40.5% | -24.2% | +64.7% | +51.7% |
| 1Y | +38.4% | -14.9% | +53.3% | +43.8% |
| 3Y | +98.7% | +64.9% | +33.8% | +70.1% |
| All | +98.7% | +65.8% | +32.9% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 3y: compounded portfolio wealth divided by compounded CRH 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…
3y analysis · Full analysis span regression · 6 months rolling