+2,029.3%
CLS vs FAST
+546.1%
+1,483.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.5% |
| 7D | +23.5% | +5.0% | +18.5% | +21.1% |
| 30D | -28.9% | +8.6% | -37.5% | -31.5% |
| 3M | -25.2% | +6.9% | -32.1% | -27.4% |
| 6M | -32.1% | +29.6% | -61.7% | -39.8% |
| YTD | -14.1% | +41.4% | -55.5% | -27.3% |
| 1Y | -24.1% | +38.5% | -62.6% | -35.3% |
| 3Y | +897.0% | +98.7% | +798.2% | +597.4% |
| 5Y | +2,089.9% | +108.0% | +1,981.9% | +1,378.3% |
| All | +2,029.3% | +546.1% | +1,483.3% | +926.5% |
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