+54.1%
CCL vs FSLY
-7.5%
+61.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.7% |
| 7D | -0.1% | +3.5% | -3.6% | -0.5% |
| 30D | -20.0% | -6.4% | -13.6% | -19.9% |
| 3M | -13.7% | +10.9% | -24.5% | -15.2% |
| 6M | -9.0% | +6.7% | -15.7% | -13.1% |
| YTD | -22.8% | +111.1% | -133.9% | -34.0% |
| 1Y | -25.3% | +185.8% | -211.1% | -40.8% |
| 3Y | +54.1% | -6.6% | +60.6% | +21.9% |
| All | +54.1% | -7.5% | +61.6% | +21.9% |
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