+73.5%
CART vs FSLY
-19.3%
+92.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +1.5% | -22.4% | +23.9% | +3.3% |
| 30D | +22.4% | -45.5% | +67.9% | +27.8% |
| 3M | +16.5% | -30.4% | +46.9% | +18.2% |
| 6M | +44.9% | -22.1% | +67.0% | +44.8% |
| YTD | +30.0% | +57.0% | -27.0% | +18.1% |
| 1Y | +59.1% | +38.2% | +20.8% | +46.3% |
| 3Y | +138.8% | -2.5% | +141.3% | +116.8% |
| All | +73.5% | -19.3% | +92.7% | +52.1% |
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