+4.7%
FAST vs CRS
+85.3%
-80.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | +1.3% | -3.1% | +4.4% | +1.7% |
| 30D | -4.7% | -19.6% | +14.9% | -2.0% |
| 3M | +7.9% | -8.1% | +16.0% | +8.6% |
| 6M | +7.4% | +18.6% | -11.1% | +4.1% |
| YTD | +25.1% | +45.9% | -20.8% | +18.7% |
| 1Y | +4.7% | +82.5% | -77.8% | -2.4% |
| All | +4.7% | +85.3% | -80.6% | -2.4% |
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