+3,231.7%
CLS vs FAST
+5,525.3%
-2,293.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +4.6% | -0.4% | +4.9% | +4.9% |
| 30D | -13.9% | -0.8% | -13.1% | -13.6% |
| 3M | -26.6% | +5.8% | -32.3% | -28.7% |
| 6M | +15.4% | +8.0% | +7.4% | +10.7% |
| YTD | +5.7% | +25.6% | -20.0% | -6.0% |
| 1Y | +41.1% | +0.8% | +40.3% | +37.4% |
| 3Y | +1,228.6% | +86.1% | +1,142.5% | +865.4% |
| 5Y | +3,240.6% | +100.2% | +3,140.4% | +2,233.0% |
| 10Y | +2,760.3% | +494.2% | +2,266.2% | +1,066.4% |
| All | +3,231.7% | +5,525.3% | -2,293.6% | +372.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling