+1,876.2%
CLS vs FAST
+109.3%
+1,766.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.0% | +4.9% | +6.6% |
| 7D | -10.6% | +3.8% | -14.4% | -11.9% |
| 30D | -38.4% | +8.1% | -46.5% | -40.6% |
| 3M | -29.9% | +5.8% | -35.7% | -31.7% |
| 6M | -40.6% | +24.9% | -65.5% | -46.7% |
| YTD | -24.6% | +38.9% | -63.5% | -36.3% |
| 1Y | -30.8% | +36.5% | -67.3% | -41.1% |
| 3Y | +811.7% | +98.1% | +713.6% | +491.9% |
| All | +1,876.2% | +109.3% | +1,766.9% | +1,076.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling