+728.5%
CLS vs FAST
+91.5%
+637.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -0.6% | -12.4% | -12.9% |
| 7D | -27.3% | +0.7% | -27.9% | -27.4% |
| 30D | -47.0% | +4.6% | -51.7% | -47.8% |
| 3M | -43.3% | +6.4% | -49.7% | -44.4% |
| 6M | -50.8% | +20.6% | -71.4% | -53.6% |
| YTD | -30.4% | +34.7% | -65.1% | -37.3% |
| 1Y | -41.7% | +29.7% | -71.3% | -46.7% |
| All | +728.5% | +91.5% | +637.1% | +468.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling