+98.1%
FAST vs CRL
+99.4%
-1.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +2.3% |
| 7D | +3.8% | +4.4% | -0.5% | +3.1% |
| 30D | +8.1% | +17.1% | -9.0% | +5.2% |
| 3M | +5.8% | +32.1% | -26.3% | +0.9% |
| 6M | +24.9% | +98.9% | -74.1% | +11.2% |
| YTD | +38.9% | +77.1% | -38.2% | +25.2% |
| 1Y | +36.5% | +110.3% | -73.8% | +19.7% |
| 3Y | +98.1% | +108.5% | -10.4% | +74.4% |
| All | +98.1% | +99.4% | -1.2% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling