+575.3%
FAST vs CRL
+386.8%
+188.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -1.8% |
| 7D | +2.1% | -6.1% | +8.2% | +3.4% |
| 30D | +6.9% | +12.4% | -5.5% | +3.2% |
| 3M | +4.8% | +27.1% | -22.3% | -2.3% |
| 6M | +19.8% | +85.7% | -66.0% | +0.3% |
| YTD | +34.9% | +69.2% | -34.3% | +14.6% |
| 1Y | +32.8% | +97.5% | -64.7% | +8.0% |
| 3Y | +93.7% | +86.1% | +7.7% | +50.8% |
| 5Y | +105.3% | -10.0% | +115.4% | +98.4% |
| All | +575.3% | +386.8% | +188.6% | +237.4% |
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