+5,623.3%
FAST vs CRL
+1,505.2%
+4,118.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.4% |
| 7D | +0.7% | -16.8% | +17.4% | +5.2% |
| 30D | +4.6% | +2.6% | +2.0% | +3.5% |
| 3M | +6.4% | +20.1% | -13.7% | +0.7% |
| 6M | +20.6% | +68.8% | -48.2% | +3.7% |
| YTD | +34.7% | +56.9% | -22.3% | +16.9% |
| 1Y | +29.7% | +86.7% | -57.0% | +7.4% |
| 3Y | +89.9% | +72.1% | +17.9% | +52.1% |
| 5Y | +105.0% | -16.6% | +121.5% | +94.1% |
| 10Y | +594.2% | +359.0% | +235.1% | +299.5% |
| All | +5,623.3% | +1,505.2% | +4,118.0% | +2,726.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling