+499.9%
FAST vs CLF
+128.0%
+371.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -0.4% | +7.6% | -7.9% | -1.4% |
| 30D | -0.8% | -1.2% | +0.4% | -0.8% |
| 3M | +5.8% | -13.4% | +19.1% | +7.1% |
| 6M | +8.0% | +15.4% | -7.4% | +4.5% |
| YTD | +25.6% | -5.9% | +31.5% | +24.3% |
| 1Y | +0.8% | +18.8% | -18.0% | -5.0% |
| 3Y | +86.1% | -19.4% | +105.5% | +77.9% |
| 5Y | +100.2% | -47.7% | +147.9% | +97.0% |
| All | +499.9% | +128.0% | +371.9% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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