+0.1%
CARR vs FSLY
-0.4%
+0.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.1% | +7.5% | -11.7% | -4.5% |
| 30D | -11.0% | -21.1% | +10.1% | -10.0% |
| 3M | -16.4% | +21.8% | -38.1% | -17.5% |
| 6M | -2.4% | -0.1% | -2.2% | -4.5% |
| YTD | +8.4% | +123.1% | -114.7% | -1.3% |
| 1Y | -8.0% | +208.6% | -216.5% | -20.7% |
| All | +0.1% | -0.4% | +0.5% | -2.9% |
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