+17.0%
CCL vs FAST
+37.0%
-20.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.0% |
| 7D | -1.5% | +4.3% | -5.8% | -4.3% |
| 30D | +16.5% | +8.3% | +8.1% | +10.3% |
| 3M | +11.2% | +6.5% | +4.7% | +6.6% |
| 6M | +22.6% | +29.5% | -6.9% | +0.7% |
| YTD | +2.6% | +41.3% | -38.7% | -21.8% |
| 1Y | +17.0% | +37.4% | -20.4% | -8.4% |
| All | +17.0% | +37.0% | -20.0% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling