-2.3%
CCI vs FSLY
-20.0%
+17.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.4% | +11.8% | -13.2% | -1.9% |
| 30D | +12.7% | -36.5% | +49.3% | +14.7% |
| 3M | +23.0% | -39.7% | +62.8% | +25.1% |
| 6M | +0.6% | -9.7% | +10.3% | 0.0% |
| YTD | +4.9% | +68.9% | -64.0% | -2.0% |
| 1Y | +0.7% | +44.5% | -43.8% | -5.2% |
| 3Y | +10.2% | +4.8% | +5.4% | +2.4% |
| 5Y | -36.4% | -66.0% | +29.6% | -40.1% |
| All | -2.3% | -20.0% | +17.7% | -23.5% |
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