+509.1%
FAST vs CLX
-4.4%
+513.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | -0.4% | -9.2% | +8.9% | +2.0% |
| 30D | -0.8% | -11.0% | +10.3% | +2.1% |
| 3M | +5.8% | +5.0% | +0.7% | +4.2% |
| 6M | +8.0% | -18.8% | +26.8% | +13.1% |
| YTD | +25.6% | -4.4% | +30.0% | +26.2% |
| 1Y | +0.8% | -21.9% | +22.7% | +6.2% |
| 3Y | +86.1% | -32.8% | +118.9% | +102.1% |
| 5Y | +100.2% | -34.6% | +134.8% | +115.2% |
| All | +509.1% | -4.4% | +513.5% | +525.6% |
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