+105.3%
FAST vs CRS
+772.4%
-667.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +6.9% | -28.8% | +35.7% | +12.2% |
| 3M | +4.8% | -50.0% | +54.8% | +16.5% |
| 6M | +19.8% | -39.2% | +59.0% | +28.2% |
| YTD | +34.9% | -11.4% | +46.3% | +34.8% |
| 1Y | +32.8% | -11.7% | +44.5% | +32.6% |
| 3Y | +93.7% | +319.6% | -225.9% | +39.0% |
| All | +105.3% | +772.4% | -667.1% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling