+934.9%
CCJ vs FSLY
0.0%
+935.0%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.4% | -3.2% | +0.7% |
| 7D | +5.9% | +3.5% | +2.5% | +5.5% |
| 30D | +4.7% | -6.4% | +11.1% | +5.0% |
| 3M | -3.3% | +10.9% | -14.2% | -5.2% |
| 6M | -7.0% | +6.7% | -13.7% | -11.0% |
| YTD | +11.5% | +111.1% | -99.6% | -4.0% |
| 1Y | +32.3% | +185.8% | -153.5% | +8.3% |
| 3Y | +176.8% | -6.6% | +183.4% | +144.3% |
| 5Y | +351.8% | -52.4% | +404.2% | +297.0% |
| All | +934.9% | 0.0% | +935.0% | +622.8% |
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