+33.6%
CCL vs FAST
+110.4%
-76.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | +5.8% | +4.8% | +1.0% | +2.3% |
| 30D | +17.3% | +8.6% | +8.6% | +10.3% |
| 3M | +11.3% | +5.7% | +5.6% | +6.6% |
| 6M | +18.5% | +25.5% | -7.0% | -0.6% |
| YTD | +2.8% | +39.6% | -36.8% | -20.7% |
| 1Y | +16.7% | +35.5% | -18.7% | -7.9% |
| 3Y | +146.0% | +96.2% | +49.8% | +37.0% |
| 5Y | +33.6% | +110.2% | -76.6% | -40.8% |
| All | +33.6% | +110.4% | -76.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling