+547.9%
FAST vs CRS
+967.2%
-419.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.7% | -6.7% | +1.0% |
| 7D | +3.8% | +4.9% | -1.1% | +2.7% |
| 30D | +8.1% | -20.8% | +28.9% | +12.4% |
| 3M | +5.8% | -46.4% | +52.2% | +19.1% |
| 6M | +24.9% | -28.6% | +53.4% | +31.7% |
| YTD | +38.9% | -2.8% | +41.7% | +36.3% |
| 1Y | +36.5% | -6.7% | +43.2% | +34.9% |
| 3Y | +98.1% | +368.0% | -269.9% | +30.2% |
| 5Y | +109.3% | +852.9% | -743.6% | +11.4% |
| 10Y | +547.9% | +905.1% | -357.2% | +217.1% |
| All | +547.9% | +967.2% | -419.3% | +217.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling