+444.6%
FAST vs CLBK
+63.3%
+381.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.8% | +2.9% | +1.9% | +3.9% |
| 30D | +8.6% | +5.4% | +3.2% | +6.9% |
| 3M | +5.7% | +5.8% | -0.1% | +3.7% |
| 6M | +25.5% | +28.9% | -3.4% | +15.6% |
| YTD | +39.6% | +61.8% | -22.2% | +19.8% |
| 1Y | +35.5% | +63.1% | -27.6% | +15.9% |
| 3Y | +96.2% | +55.3% | +40.9% | +65.8% |
| 5Y | +110.2% | +28.0% | +82.2% | +81.3% |
| All | +444.6% | +63.3% | +381.3% | +313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling