+96.3%
CAT vs FSLY
+187.7%
-91.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.3% | +0.9% |
| 7D | +5.6% | +3.5% | +2.1% | +5.4% |
| 30D | -2.3% | -6.4% | +4.1% | -2.1% |
| 3M | -10.0% | +10.9% | -20.9% | -10.2% |
| 6M | +21.2% | +6.7% | +14.5% | +21.6% |
| YTD | +44.4% | +111.1% | -66.7% | +45.5% |
| 1Y | +96.3% | +185.8% | -89.5% | +95.1% |
| All | +96.3% | +187.7% | -91.4% | +95.1% |
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 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