+531.8%
FAST vs CLF
+82.3%
+449.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.1% |
| 7D | +4.8% | -9.1% | +13.8% | +5.9% |
| 30D | +8.6% | -0.9% | +9.5% | +8.2% |
| 3M | +5.7% | +3.0% | +2.7% | +4.4% |
| 6M | +25.5% | +16.7% | +8.8% | +20.9% |
| YTD | +39.6% | -3.2% | +42.8% | +36.7% |
| 1Y | +35.5% | +24.6% | +10.9% | +28.0% |
| 3Y | +96.2% | -22.3% | +118.5% | +88.0% |
| 5Y | +110.2% | -41.2% | +151.4% | +103.0% |
| 10Y | +531.8% | +83.5% | +448.3% | +347.5% |
| All | +531.8% | +82.3% | +449.5% | +347.5% |
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