+183.7%
CB vs FSLY
-26.3%
+210.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -1.8% |
| 7D | +0.2% | -31.4% | +31.7% | +0.8% |
| 30D | +9.1% | -37.3% | +46.4% | +9.8% |
| 3M | +3.4% | -30.1% | +33.5% | +3.7% |
| 6M | +14.1% | -49.8% | +63.9% | +14.8% |
| YTD | +18.0% | +55.7% | -37.7% | +14.6% |
| 1Y | +30.1% | +44.5% | -14.3% | +26.5% |
| 3Y | +71.8% | -4.3% | +76.1% | +66.0% |
| 5Y | +101.8% | -68.2% | +170.0% | +98.3% |
| All | +183.7% | -26.3% | +210.0% | +116.0% |
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