+568.9%
CDE vs FSLY
+7.7%
+561.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +0.8% |
| 7D | -3.1% | +12.5% | -15.6% | -5.2% |
| 30D | +9.5% | -18.8% | +28.3% | +12.8% |
| 3M | +25.5% | +22.7% | +2.8% | +19.5% |
| 6M | -7.9% | -3.7% | -4.2% | -13.2% |
| YTD | +15.6% | +127.5% | -112.0% | -13.5% |
| 1Y | +34.0% | +193.5% | -159.5% | -7.2% |
| 3Y | +791.9% | -1.3% | +793.2% | +607.8% |
| 5Y | +197.7% | -47.3% | +245.1% | +142.7% |
| All | +568.9% | +7.7% | +561.2% | +262.2% |
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