-26.9%
CCL vs FSLY
+205.2%
-232.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.8% | -2.3% |
| 7D | -4.4% | +11.2% | -15.5% | -4.6% |
| 30D | -18.2% | -18.2% | 0.0% | -17.9% |
| 3M | -17.7% | +21.9% | -39.6% | -18.1% |
| 6M | -13.0% | +4.0% | -17.0% | -13.2% |
| YTD | -24.5% | +123.1% | -147.6% | -25.6% |
| 1Y | -26.9% | +196.9% | -223.8% | -29.1% |
| All | -26.9% | +205.2% | -232.2% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling