-16.2%
CDNS vs FSLY
+181.7%
-197.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.8% |
| 7D | -14.0% | -10.6% | -3.4% | -13.3% |
| 30D | -13.2% | -20.9% | +7.7% | -12.0% |
| 3M | -28.9% | +3.4% | -32.3% | -29.4% |
| 6M | -4.2% | +2.7% | -6.9% | -5.3% |
| YTD | -6.4% | +102.3% | -108.6% | -7.9% |
| 1Y | -16.2% | +182.1% | -198.3% | -23.2% |
| All | -16.2% | +181.7% | -197.9% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling