+561.1%
CDE vs FSLY
+5.6%
+555.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.1% | +7.5% | -13.6% | -7.3% |
| 30D | +9.5% | -21.1% | +30.6% | +13.4% |
| 3M | +32.0% | +21.8% | +10.2% | +25.8% |
| 6M | -12.8% | -0.1% | -12.7% | -18.5% |
| YTD | +14.2% | +123.1% | -108.9% | -14.2% |
| 1Y | +36.3% | +208.6% | -172.3% | -6.8% |
| 3Y | +821.4% | -1.3% | +822.7% | +630.4% |
| 5Y | +194.3% | -48.4% | +242.6% | +140.7% |
| All | +561.1% | +5.6% | +555.5% | +259.3% |
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