+160.9%
CB vs FSLY
0.0%
+160.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -1.5% |
| 7D | -0.6% | +3.5% | -4.1% | -0.7% |
| 30D | -3.9% | -6.4% | +2.5% | -3.9% |
| 3M | +4.9% | +10.9% | -6.0% | +4.5% |
| 6M | +3.3% | +6.7% | -3.4% | +2.3% |
| YTD | +8.5% | +111.1% | -102.6% | +5.1% |
| 1Y | +22.1% | +185.8% | -163.7% | +16.9% |
| 3Y | +70.1% | -6.6% | +76.7% | +65.8% |
| 5Y | +97.4% | -52.4% | +149.8% | +92.4% |
| All | +160.9% | 0.0% | +160.9% | +98.1% |
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 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