+74,290.4%
FAST vs CLX
+2,602.7%
+71,687.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +0.7% | +12.4% | -11.8% | -3.3% |
| 30D | +4.6% | +21.1% | -16.5% | -2.0% |
| 3M | +6.4% | -3.3% | +9.7% | +7.1% |
| 6M | +20.6% | +18.8% | +1.8% | +12.8% |
| YTD | +34.7% | +3.9% | +30.8% | +31.1% |
| 1Y | +29.7% | -3.8% | +33.5% | +29.3% |
| 3Y | +89.9% | -10.5% | +100.4% | +91.3% |
| 5Y | +105.0% | -26.7% | +131.6% | +115.2% |
| 10Y | +594.2% | +19.9% | +574.3% | +484.9% |
| All | +74,290.4% | +2,602.7% | +71,687.7% | +20,564.3% |
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