+1,042.5%
CCL vs FAST
+76,149.7%
-75,107.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.3% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | +11.3% | +4.6% | +6.7% | +9.5% |
| 3M | +0.3% | +6.4% | -6.1% | -2.2% |
| 6M | +16.1% | +20.6% | -4.5% | +8.3% |
| YTD | -1.6% | +34.7% | -36.2% | -11.8% |
| 1Y | +11.8% | +29.7% | -17.9% | +1.6% |
| 3Y | +139.6% | +89.9% | +49.6% | +88.9% |
| 5Y | +21.3% | +105.0% | -83.7% | -6.2% |
| 10Y | -29.8% | +594.2% | -624.0% | -64.3% |
| All | +1,042.5% | +76,149.7% | -75,107.2% | +79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling