+426.2%
FAST vs CLBK
+59.4%
+366.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +2.1% | +0.6% | +1.4% | +1.9% |
| 30D | +6.9% | +2.9% | +4.0% | +5.9% |
| 3M | +4.8% | +3.0% | +1.9% | +3.7% |
| 6M | +19.8% | +27.3% | -7.5% | +10.7% |
| YTD | +34.9% | +58.0% | -23.1% | +16.6% |
| 1Y | +32.8% | +62.4% | -29.6% | +13.7% |
| 3Y | +93.7% | +46.9% | +46.8% | +66.5% |
| 5Y | +105.3% | +25.3% | +80.0% | +78.2% |
| All | +426.2% | +59.4% | +366.8% | +302.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling