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  • CLS vs FAST✓SelectedUSD · FASTCLS vs FAST performance historyLatest closeAs of+0.81%09/04
Stock and ETF performance explorer

CLS vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,231.7%
FAST return
+5,525.3%
Excess return
-2,293.6%
Maximum drawdown
-96.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
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