+74,726.4%
FAST vs CLF
+736.2%
+73,990.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.2% | +10.9% | +3.2% |
| 7D | +3.4% | -7.9% | +11.3% | +4.7% |
| 30D | +5.5% | +5.2% | +0.3% | +4.1% |
| 3M | +7.6% | +4.3% | +3.3% | +5.8% |
| 6M | +19.8% | +25.3% | -5.5% | +13.3% |
| YTD | +35.5% | -3.3% | +38.8% | +32.1% |
| 1Y | +31.6% | +20.2% | +11.4% | +23.5% |
| 3Y | +91.0% | -25.0% | +116.0% | +81.5% |
| 5Y | +105.1% | -42.1% | +147.2% | +95.6% |
| 10Y | +598.2% | +139.1% | +459.1% | +344.2% |
| All | +74,726.4% | +736.2% | +73,990.2% | +20,669.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling