+69,298.0%
FAST vs CRS
+10,171.0%
+59,127.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -0.8% | -16.6% | +15.9% | +4.2% |
| 3M | +5.8% | -3.5% | +9.2% | +6.0% |
| 6M | +8.0% | +15.4% | -7.5% | +2.3% |
| YTD | +25.6% | +51.2% | -25.6% | +9.8% |
| 1Y | +0.8% | +98.3% | -97.5% | -19.5% |
| 3Y | +86.1% | +651.5% | -565.4% | -4.2% |
| 5Y | +100.2% | +1,411.1% | -1,310.9% | -20.6% |
| 10Y | +494.2% | +1,424.3% | -930.2% | +99.4% |
| All | +69,298.0% | +10,171.0% | +59,127.0% | +10,913.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling