-39.3%
CAG vs FSLY
-0.4%
-38.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -5.9% | +7.5% | -13.4% | -5.8% |
| 30D | -1.5% | -21.1% | +19.6% | -1.8% |
| 3M | +11.5% | +21.8% | -10.3% | +11.8% |
| 6M | -15.7% | -0.1% | -15.6% | -15.4% |
| YTD | -10.2% | +123.1% | -133.3% | -9.4% |
| 1Y | -18.1% | +208.6% | -226.6% | -17.4% |
| All | -39.3% | -0.4% | -38.9% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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