-55.1%
CCL vs FSLY
+5.6%
-60.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.8% | -3.0% |
| 7D | -4.4% | +11.2% | -15.5% | -6.0% |
| 30D | -18.2% | -18.2% | 0.0% | -16.0% |
| 3M | -17.7% | +21.9% | -39.6% | -21.3% |
| 6M | -13.0% | +4.0% | -17.0% | -18.8% |
| YTD | -24.5% | +123.1% | -147.6% | -41.2% |
| 1Y | -26.9% | +196.9% | -223.8% | -47.4% |
| 3Y | +50.8% | -1.3% | +52.0% | +22.8% |
| 5Y | -0.9% | -50.2% | +49.3% | -23.5% |
| All | -55.1% | +5.6% | -60.7% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling