+533.3%
FAST vs CLX
+32.0%
+501.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | +4.2% | +9.5% | -5.4% | +1.8% |
| 30D | +6.7% | +30.7% | -24.0% | -0.3% |
| 3M | +8.0% | +4.2% | +3.8% | +6.7% |
| 6M | +27.4% | +22.1% | +5.3% | +20.7% |
| YTD | +40.5% | +14.1% | +26.4% | +34.8% |
| 1Y | +38.4% | +10.3% | +28.0% | +33.7% |
| 3Y | +98.7% | -7.8% | +106.5% | +99.1% |
| 5Y | +106.7% | -20.8% | +127.5% | +111.5% |
| All | +533.3% | +32.0% | +501.3% | +495.6% |
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