+507.7%
FAST vs CRS
+1,306.2%
-798.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.3% |
| 7D | +1.3% | -3.1% | +4.4% | +1.9% |
| 30D | -4.7% | -19.6% | +14.9% | -0.4% |
| 3M | +7.9% | -8.1% | +16.0% | +9.3% |
| 6M | +7.4% | +18.6% | -11.1% | +2.6% |
| YTD | +25.1% | +45.9% | -20.8% | +13.8% |
| 1Y | +4.7% | +82.5% | -77.8% | -10.1% |
| 3Y | +94.7% | +648.9% | -554.2% | +15.8% |
| 5Y | +106.8% | +1,438.1% | -1,331.4% | -0.8% |
| 10Y | +507.7% | +1,327.0% | -819.3% | +163.6% |
| All | +507.7% | +1,306.2% | -798.5% | +163.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CRS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling