+19.8%
FAST vs CL
+16.3%
+3.5%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.0% |
| 7D | +3.4% | +7.7% | -4.3% | +2.0% |
| 30D | +5.5% | +15.2% | -9.7% | +3.0% |
| 3M | +7.6% | +7.3% | +0.2% | +6.3% |
| 6M | +19.8% | +17.0% | +2.8% | +17.1% |
| All | +19.8% | +16.3% | +3.5% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 6mo: compounded portfolio wealth divided by compounded CL 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…
6mo analysis · Full analysis span regression · 6 months rolling