+0.8%
FAST vs CRL
+78.8%
-78.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.0% |
| 7D | -0.4% | -1.0% | +0.7% | -0.2% |
| 30D | -0.8% | +10.7% | -11.4% | -2.1% |
| 3M | +5.8% | +55.3% | -49.5% | -0.2% |
| 6M | +8.0% | +60.7% | -52.7% | +0.8% |
| YTD | +25.6% | +44.6% | -19.0% | +17.9% |
| 1Y | +0.8% | +77.7% | -76.9% | -3.8% |
| All | +0.8% | +78.8% | -78.0% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling