+436.5%
CARR vs FSLY
+48.6%
+387.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.3% |
| 7D | +3.2% | +3.5% | -0.2% | +3.0% |
| 30D | -7.7% | -6.4% | -1.3% | -7.5% |
| 3M | -11.9% | +10.9% | -22.8% | -13.1% |
| 6M | +2.0% | +6.7% | -4.7% | -1.4% |
| YTD | +13.2% | +111.1% | -97.9% | +1.1% |
| 1Y | -8.5% | +185.8% | -194.3% | -21.6% |
| 3Y | +5.0% | -6.6% | +11.5% | -4.6% |
| 5Y | +12.0% | -52.4% | +64.4% | -3.1% |
| All | +436.5% | +48.6% | +387.9% | +277.3% |
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