+92.6%
FAST vs CRS
+683.5%
-590.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.5% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | -16.6% | +15.9% | +1.5% |
| 3M | +5.8% | -3.5% | +9.2% | +5.9% |
| 6M | +8.0% | +15.4% | -7.5% | +5.3% |
| YTD | +25.6% | +51.2% | -25.6% | +18.5% |
| 1Y | +0.8% | +98.3% | -97.5% | -8.3% |
| All | +92.6% | +683.5% | -590.8% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling