+69,298.0%
FAST vs CLX
+2,386.6%
+66,911.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.2% |
| 7D | -0.4% | -9.2% | +8.9% | +2.9% |
| 30D | -0.8% | -11.0% | +10.3% | +3.1% |
| 3M | +5.8% | +5.0% | +0.7% | +3.6% |
| 6M | +8.0% | -18.8% | +26.8% | +14.8% |
| YTD | +25.6% | -4.4% | +30.0% | +26.1% |
| 1Y | +0.8% | -21.9% | +22.7% | +8.0% |
| 3Y | +86.1% | -32.8% | +118.9% | +106.8% |
| 5Y | +100.2% | -34.6% | +134.8% | +119.2% |
| 10Y | +494.2% | -4.7% | +498.9% | +445.2% |
| All | +69,298.0% | +2,386.6% | +66,911.4% | +19,791.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling