-18.6%
CCI vs FSLY
-4.2%
-14.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.7% | -1.7% |
| 7D | -0.4% | -10.6% | +10.2% | 0.0% |
| 30D | +2.7% | -20.9% | +23.6% | +3.4% |
| 3M | -18.2% | +3.4% | -21.6% | -18.7% |
| 6M | -14.8% | +2.7% | -17.5% | -16.7% |
| YTD | -12.6% | +102.3% | -114.9% | -18.6% |
| 1Y | -16.7% | +182.1% | -198.8% | -24.4% |
| 3Y | -10.5% | -14.6% | +4.0% | -15.1% |
| 5Y | -51.4% | -55.9% | +4.5% | -54.7% |
| All | -18.6% | -4.2% | -14.4% | -36.5% |
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