+537.5%
FAST vs CRL
+354.1%
+183.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | +5.0% | +8.9% | -3.9% | +2.7% |
| 30D | +8.6% | +14.0% | -5.4% | +4.4% |
| 3M | +6.9% | +19.8% | -12.9% | +1.2% |
| 6M | +29.6% | +102.0% | -72.4% | +6.3% |
| YTD | +41.4% | +70.8% | -29.4% | +20.0% |
| 1Y | +38.5% | +98.7% | -60.2% | +12.7% |
| 3Y | +98.7% | +98.2% | +0.6% | +52.1% |
| 5Y | +108.0% | -11.7% | +119.7% | +102.7% |
| All | +537.5% | +354.1% | +183.4% | +259.0% |
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