+164.7%
CB vs FSLY
-4.2%
+168.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.9% |
| 7D | +0.5% | -10.6% | +11.1% | +0.7% |
| 30D | -3.1% | -20.9% | +17.8% | -2.8% |
| 3M | +9.0% | +3.4% | +5.5% | +8.6% |
| 6M | +2.9% | +2.7% | +0.1% | +1.9% |
| YTD | +10.1% | +102.3% | -92.2% | +6.7% |
| 1Y | +22.8% | +182.1% | -159.3% | +17.6% |
| 3Y | +73.8% | -14.6% | +88.4% | +69.8% |
| 5Y | +99.2% | -55.9% | +155.1% | +94.6% |
| All | +164.7% | -4.2% | +168.9% | +101.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling