+575.3%
FAST vs CLX
+19.4%
+555.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.1% | +13.6% | -11.5% | -1.1% |
| 30D | +6.9% | +23.4% | -16.5% | +1.4% |
| 3M | +4.8% | -2.8% | +7.7% | +5.4% |
| 6M | +19.8% | +14.0% | +5.8% | +15.4% |
| YTD | +34.9% | +4.2% | +30.7% | +32.4% |
| 1Y | +32.8% | -1.2% | +33.9% | +31.9% |
| 3Y | +93.7% | -12.7% | +106.4% | +96.7% |
| 5Y | +105.3% | -26.5% | +131.8% | +113.7% |
| All | +575.3% | +19.4% | +555.9% | +583.2% |
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