+56.6%
CART vs FSLY
+36.0%
+20.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.5% | -22.4% | +23.9% | +2.7% |
| 30D | +22.4% | -45.5% | +67.9% | +25.9% |
| 3M | +16.5% | -30.4% | +46.9% | +17.7% |
| 6M | +44.9% | -22.1% | +67.0% | +44.9% |
| YTD | +30.0% | +57.0% | -27.0% | +26.7% |
| All | +56.6% | +36.0% | +20.6% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling