+69,298.0%
FAST vs CL
+4,870.0%
+64,428.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.3% |
| 7D | -0.4% | -2.2% | +1.8% | +0.5% |
| 30D | -0.8% | -4.8% | +4.1% | +1.1% |
| 3M | +5.8% | +4.9% | +0.8% | +3.5% |
| 6M | +8.0% | -5.7% | +13.7% | +10.0% |
| YTD | +25.6% | +14.4% | +11.2% | +18.3% |
| 1Y | +0.8% | +8.7% | -7.9% | -3.4% |
| 3Y | +86.1% | +30.0% | +56.1% | +64.4% |
| 5Y | +100.2% | +28.4% | +71.8% | +77.1% |
| 10Y | +494.2% | +50.1% | +444.1% | +386.4% |
| All | +69,298.0% | +4,870.0% | +64,428.1% | +17,279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling