+73.5%
CART vs FSLY
-13.1%
+86.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +1.2% | +11.8% | -10.6% | +0.3% |
| 30D | +17.8% | -36.5% | +54.3% | +21.5% |
| 3M | +20.7% | -39.7% | +60.4% | +24.2% |
| 6M | +49.7% | -9.7% | +59.4% | +47.7% |
| YTD | +30.0% | +68.9% | -38.8% | +17.4% |
| 1Y | +48.4% | +44.5% | +3.9% | +36.1% |
| 3Y | +132.0% | +4.8% | +127.2% | +109.4% |
| All | +73.5% | -13.1% | +86.7% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling