-15.8%
CDNS vs FSLY
+196.5%
-212.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -6.5% | +7.5% | -14.1% | -7.0% |
| 30D | -13.0% | -21.1% | +8.1% | -11.9% |
| 3M | -26.0% | +21.8% | -47.8% | -27.3% |
| 6M | -2.8% | -0.1% | -2.7% | -4.3% |
| YTD | -8.8% | +123.1% | -131.9% | -10.6% |
| 1Y | -15.8% | +208.6% | -224.4% | -21.3% |
| All | -15.8% | +196.5% | -212.3% | -21.3% |
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 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