+34.8%
FAST vs CRS
-7.4%
+42.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.7% | -6.7% | +1.7% |
| 7D | +3.8% | +4.9% | -1.1% | +3.1% |
| 30D | +8.1% | -20.8% | +28.9% | +10.7% |
| 3M | +5.8% | -46.4% | +52.2% | +15.5% |
| 6M | +24.9% | -28.6% | +53.4% | +28.3% |
| YTD | +38.9% | -2.8% | +41.7% | +34.9% |
| All | +34.8% | -7.4% | +42.2% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling