+71.5%
CART vs FSLY
-22.3%
+93.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -26.9% | +24.5% | -0.2% |
| 7D | +1.2% | -40.0% | +41.2% | +5.0% |
| 30D | +27.1% | -39.7% | +66.8% | +31.6% |
| 3M | +27.4% | -40.9% | +68.3% | +31.0% |
| 6M | +32.1% | -52.5% | +84.6% | +36.9% |
| YTD | +28.5% | +51.1% | -22.6% | +17.1% |
| 1Y | +58.8% | +90.6% | -31.8% | +39.7% |
| 3Y | +114.8% | -12.4% | +127.2% | +98.7% |
| All | +71.5% | -22.3% | +93.8% | +50.8% |
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