+68,990.2%
FAST vs CRH
+6,189.1%
+62,801.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | +0.5% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | -4.7% | -9.5% | +4.7% | -2.4% |
| 3M | +7.9% | -10.4% | +18.3% | +10.7% |
| 6M | +7.4% | -14.2% | +21.6% | +11.2% |
| YTD | +25.1% | -26.6% | +51.7% | +34.4% |
| 1Y | +4.7% | -18.2% | +22.9% | +9.2% |
| 3Y | +94.7% | +74.9% | +19.8% | +65.4% |
| 5Y | +106.8% | +101.7% | +5.1% | +67.6% |
| 10Y | +507.7% | +249.4% | +258.2% | +321.6% |
| All | +68,990.2% | +6,189.1% | +62,801.1% | +33,352.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling