+541.0%
FAST vs CRL
+362.2%
+178.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.0% |
| 7D | +4.8% | -1.7% | +6.5% | +5.0% |
| 30D | +8.6% | +14.6% | -6.0% | +4.4% |
| 3M | +5.7% | +24.8% | -19.1% | -1.0% |
| 6M | +25.5% | +94.7% | -69.2% | +3.9% |
| YTD | +39.6% | +73.4% | -33.7% | +18.0% |
| 1Y | +35.5% | +104.7% | -69.2% | +9.3% |
| 3Y | +96.2% | +101.1% | -4.9% | +49.6% |
| 5Y | +110.2% | -10.8% | +121.0% | +104.4% |
| All | +541.0% | +362.2% | +178.8% | +259.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling