+531.8%
FAST vs CLX
+26.5%
+505.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | +4.8% | +13.6% | -8.8% | +1.5% |
| 30D | +8.6% | +29.1% | -20.4% | +1.9% |
| 3M | +5.7% | +1.6% | +4.1% | +5.1% |
| 6M | +25.5% | +18.7% | +6.8% | +19.6% |
| YTD | +39.6% | +11.1% | +28.5% | +34.8% |
| 1Y | +35.5% | +7.0% | +28.5% | +32.0% |
| 3Y | +96.2% | -10.0% | +106.2% | +97.7% |
| 5Y | +110.2% | -22.6% | +132.8% | +116.3% |
| 10Y | +531.8% | +29.3% | +502.5% | +501.2% |
| All | +531.8% | +26.5% | +505.3% | +501.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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