+107.2%
FAST vs CRL
-35.5%
+142.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.4% | +1.1% |
| 7D | -0.4% | -1.0% | +0.7% | -0.2% |
| 30D | -0.8% | +10.7% | -11.4% | -2.7% |
| 3M | +5.8% | +55.3% | -49.5% | -3.1% |
| 6M | +8.0% | +60.7% | -52.7% | -2.3% |
| YTD | +25.6% | +44.6% | -19.0% | +15.6% |
| 1Y | +0.8% | +77.7% | -76.9% | -11.3% |
| 3Y | +86.1% | +37.6% | +48.5% | +67.3% |
| All | +107.2% | -35.5% | +142.7% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling