+105.3%
FAST vs CLBK
+27.8%
+77.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +4.2% | +0.9% | +3.3% | +4.0% |
| 30D | +6.7% | +3.4% | +3.3% | +5.9% |
| 3M | +8.0% | -4.3% | +12.3% | +9.0% |
| 6M | +27.4% | +28.4% | -0.9% | +20.2% |
| YTD | +40.5% | +59.4% | -18.9% | +26.3% |
| 1Y | +38.4% | +64.8% | -26.5% | +23.5% |
| 3Y | +98.7% | +50.6% | +48.1% | +78.1% |
| All | +105.3% | +27.8% | +77.6% | +80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling