+74.7%
CART vs FSLY
-16.0%
+90.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.9% |
| 7D | +1.3% | +4.9% | -3.6% | +0.9% |
| 30D | +19.2% | -33.5% | +52.7% | +22.5% |
| 3M | +17.6% | -44.6% | +62.2% | +21.8% |
| 6M | +47.4% | -9.2% | +56.6% | +45.3% |
| YTD | +30.9% | +63.3% | -32.4% | +18.5% |
| 1Y | +46.0% | +45.3% | +0.7% | +33.6% |
| 3Y | +130.3% | +3.7% | +126.6% | +107.3% |
| All | +74.7% | -16.0% | +90.7% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling