-17.9%
CLS vs FAST
+38.3%
-56.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.7% | -5.3% |
| 7D | +16.3% | +4.2% | +12.1% | +16.0% |
| 30D | -25.7% | +6.7% | -32.3% | -25.9% |
| 3M | -30.9% | +8.0% | -38.9% | -31.5% |
| 6M | -35.5% | +27.4% | -62.9% | -36.8% |
| YTD | -18.7% | +40.5% | -59.2% | -18.1% |
| 1Y | -17.9% | +38.4% | -56.3% | -17.1% |
| All | -17.9% | +38.3% | -56.2% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling