+71.8%
CB vs FSLY
-9.9%
+81.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -4.8% | -1.8% |
| 7D | +0.2% | -31.4% | +31.7% | +0.1% |
| 30D | +9.1% | -37.3% | +46.4% | +8.8% |
| 3M | +3.4% | -30.1% | +33.5% | +3.2% |
| 6M | +14.1% | -49.8% | +63.9% | +14.0% |
| YTD | +18.0% | +55.7% | -37.7% | +17.7% |
| 1Y | +30.1% | +44.5% | -14.3% | +29.8% |
| 3Y | +71.8% | -4.3% | +76.1% | +70.0% |
| All | +71.8% | -9.9% | +81.7% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling