+189.0%
CB vs FSLY
-20.0%
+209.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | 0.0% | +11.8% | -11.7% | -0.2% |
| 30D | +7.4% | -36.5% | +43.9% | +8.1% |
| 3M | +8.6% | -39.7% | +48.4% | +9.3% |
| 6M | +16.1% | -9.7% | +25.8% | +15.6% |
| YTD | +20.2% | +68.9% | -48.7% | +16.5% |
| 1Y | +27.2% | +44.5% | -17.3% | +23.8% |
| 3Y | +72.7% | +4.8% | +67.9% | +66.6% |
| 5Y | +105.9% | -66.0% | +172.0% | +102.2% |
| All | +189.0% | -20.0% | +209.0% | +119.7% |
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 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