+155.6%
CCL vs FSLY
-6.2%
+161.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.1% |
| 7D | +3.1% | -22.4% | +25.5% | +5.1% |
| 30D | +17.5% | -45.5% | +63.0% | +23.0% |
| 3M | +6.8% | -30.4% | +37.2% | +8.5% |
| 6M | +18.7% | -22.1% | +40.8% | +18.8% |
| YTD | +3.0% | +57.0% | -53.9% | -9.6% |
| 1Y | +17.7% | +38.2% | -20.5% | +5.2% |
| 3Y | +155.6% | -2.5% | +158.1% | +107.4% |
| All | +155.6% | -6.2% | +161.8% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling