+105.0%
FAST vs CLF
-49.8%
+154.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.2% | +11.6% | +0.7% |
| 7D | +0.7% | -21.0% | +21.6% | +3.1% |
| 30D | +4.6% | -8.0% | +12.6% | +5.1% |
| 3M | +6.4% | -10.9% | +17.3% | +6.9% |
| 6M | +20.6% | +5.8% | +14.8% | +18.0% |
| YTD | +34.7% | -15.1% | +49.8% | +34.3% |
| 1Y | +29.7% | +7.2% | +22.4% | +25.6% |
| 3Y | +89.9% | -34.2% | +124.1% | +88.7% |
| 5Y | +105.0% | -49.6% | +154.6% | +106.2% |
| All | +105.0% | -49.8% | +154.7% | +106.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling