+69,298.0%
FAST vs CLF
+714.0%
+68,584.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | -0.4% | +7.6% | -7.9% | -1.6% |
| 30D | -0.8% | -1.2% | +0.4% | -0.8% |
| 3M | +5.8% | -13.4% | +19.1% | +7.3% |
| 6M | +8.0% | +15.4% | -7.4% | +3.8% |
| YTD | +25.6% | -5.9% | +31.5% | +24.0% |
| 1Y | +0.8% | +18.8% | -18.0% | -6.0% |
| 3Y | +86.1% | -19.4% | +105.5% | +75.6% |
| 5Y | +100.2% | -47.7% | +147.9% | +94.8% |
| 10Y | +494.2% | +130.4% | +363.8% | +280.8% |
| All | +69,298.0% | +714.0% | +68,584.0% | +19,394.2% |
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 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