-53.5%
CCL vs FSLY
-4.2%
-49.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | -5.0% | -10.6% | +5.6% | -3.4% |
| 30D | -20.3% | -20.9% | +0.6% | -18.2% |
| 3M | -15.1% | +3.4% | -18.6% | -16.8% |
| 6M | -15.1% | +2.7% | -17.9% | -20.7% |
| YTD | -21.8% | +102.3% | -124.0% | -38.1% |
| 1Y | -24.8% | +182.1% | -206.8% | -45.5% |
| 3Y | +51.9% | -14.6% | +66.4% | +27.0% |
| 5Y | +4.0% | -55.9% | +59.9% | -18.2% |
| All | -53.5% | -4.2% | -49.3% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling