-40.8%
CCL vs FAST
+506.5%
-547.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.3% |
| 7D | -5.0% | -0.4% | -4.7% | -4.9% |
| 30D | -20.3% | -0.8% | -19.6% | -20.2% |
| 3M | -15.1% | +5.8% | -20.9% | -18.1% |
| 6M | -15.1% | +8.0% | -23.1% | -19.0% |
| YTD | -21.8% | +25.6% | -47.4% | -31.9% |
| 1Y | -24.8% | +0.8% | -25.6% | -25.9% |
| 3Y | +51.9% | +86.1% | -34.2% | +3.1% |
| 5Y | +4.0% | +100.2% | -96.2% | -32.2% |
| All | -40.8% | +506.5% | -547.3% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling