+428.0%
CAT vs FSLY
-26.3%
+454.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.7% |
| 7D | -10.3% | -31.4% | +21.1% | -8.1% |
| 30D | -31.2% | -37.3% | +6.1% | -29.2% |
| 3M | -34.7% | -30.1% | -4.5% | -33.6% |
| 6M | -39.5% | -49.8% | +10.3% | -37.7% |
| YTD | -1.7% | +55.7% | -57.4% | -8.4% |
| 1Y | -1.1% | +44.5% | -45.6% | -7.5% |
| 3Y | +143.9% | -4.3% | +148.2% | +124.6% |
| 5Y | +194.8% | -68.2% | +262.9% | +175.4% |
| All | +428.0% | -26.3% | +454.3% | +290.0% |
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