+1,628.1%
CLS vs FAST
+586.8%
+1,041.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -22.2% | +2.1% | -24.2% | -22.9% |
| 30D | -44.4% | +6.9% | -51.3% | -46.1% |
| 3M | -34.3% | +4.8% | -39.1% | -35.8% |
| 6M | -50.1% | +19.8% | -69.8% | -54.2% |
| YTD | -30.1% | +34.9% | -65.0% | -39.6% |
| 1Y | -39.3% | +32.8% | -72.1% | -47.3% |
| 3Y | +732.7% | +93.7% | +639.0% | +490.3% |
| 5Y | +1,777.2% | +105.3% | +1,671.9% | +1,179.7% |
| All | +1,628.1% | +586.8% | +1,041.3% | +788.7% |
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