-26.5%
CAG vs FSLY
-4.2%
-22.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -3.8% | -10.6% | +6.8% | -3.8% |
| 30D | +3.1% | -20.9% | +24.0% | +3.2% |
| 3M | +23.5% | +3.4% | +20.1% | +23.4% |
| 6M | -14.8% | +2.7% | -17.6% | -15.1% |
| YTD | -5.4% | +102.3% | -107.7% | -6.4% |
| 1Y | -11.8% | +182.1% | -193.9% | -13.1% |
| 3Y | -36.7% | -14.6% | -22.1% | -37.0% |
| 5Y | -40.3% | -55.9% | +15.6% | -40.5% |
| All | -26.5% | -4.2% | -22.3% | -29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling