+90.1%
FAST vs CLBK
+51.7%
+38.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.4% | +1.2% | -1.6% | -0.7% |
| 30D | -0.8% | +9.1% | -9.9% | -3.0% |
| 3M | +5.8% | +27.7% | -21.9% | -1.0% |
| 6M | +8.0% | +40.8% | -32.8% | -1.6% |
| YTD | +25.6% | +66.4% | -40.8% | +9.5% |
| 1Y | +0.8% | +72.4% | -71.6% | -13.0% |
| All | +90.1% | +51.7% | +38.4% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling