+96.2%
FAST vs CLF
-21.8%
+118.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.1% |
| 7D | +4.8% | -9.1% | +13.8% | +5.4% |
| 30D | +8.6% | -0.9% | +9.5% | +8.3% |
| 3M | +5.7% | +3.0% | +2.7% | +4.9% |
| 6M | +25.5% | +16.7% | +8.8% | +22.7% |
| YTD | +39.6% | -3.2% | +42.8% | +37.9% |
| 1Y | +35.5% | +24.6% | +10.9% | +31.4% |
| 3Y | +96.2% | -22.3% | +118.5% | +96.2% |
| All | +96.2% | -21.8% | +118.0% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling