-41.7%
CCL vs FSLY
-20.0%
-21.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.3% |
| 7D | -0.3% | +11.8% | -12.1% | -2.1% |
| 30D | +10.3% | -36.5% | +46.9% | +16.9% |
| 3M | +6.6% | -39.7% | +46.3% | +12.4% |
| 6M | +20.0% | -9.7% | +29.7% | +17.1% |
| YTD | -1.9% | +68.9% | -70.7% | -22.0% |
| 1Y | +10.4% | +44.5% | -34.0% | -9.7% |
| 3Y | +134.8% | +4.8% | +130.0% | +83.7% |
| 5Y | +34.0% | -66.0% | +100.0% | +7.1% |
| All | -41.7% | -20.0% | -21.6% | -67.2% |
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 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