+499.9%
FAST vs CRL
+247.0%
+252.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.2% |
| 7D | -0.4% | -1.0% | +0.7% | -0.1% |
| 30D | -0.8% | +10.7% | -11.4% | -3.4% |
| 3M | +5.8% | +55.3% | -49.5% | -6.3% |
| 6M | +8.0% | +60.7% | -52.7% | -6.1% |
| YTD | +25.6% | +44.6% | -19.0% | +11.9% |
| 1Y | +0.8% | +77.7% | -76.9% | -15.8% |
| 3Y | +86.1% | +37.6% | +48.5% | +58.8% |
| 5Y | +100.2% | -35.8% | +136.0% | +116.3% |
| All | +499.9% | +247.0% | +252.9% | +228.0% |
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