+155.6%
CCL vs FAST
+96.6%
+59.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.2% | +2.4% |
| 7D | +3.1% | +3.8% | -0.8% | +0.8% |
| 30D | +17.5% | +8.1% | +9.4% | +12.2% |
| 3M | +6.8% | +5.8% | +1.0% | +3.0% |
| 6M | +18.7% | +24.9% | -6.1% | +3.2% |
| YTD | +3.0% | +38.9% | -35.9% | -15.9% |
| 1Y | +17.7% | +36.5% | -18.8% | -2.9% |
| 3Y | +155.6% | +98.1% | +57.5% | +54.6% |
| All | +155.6% | +96.6% | +59.0% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling