+19.4%
CDNS vs FSLY
-7.5%
+26.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.4% | -7.3% | -3.4% |
| 7D | -9.2% | +3.5% | -12.7% | -9.6% |
| 30D | -16.3% | -6.4% | -9.8% | -16.1% |
| 3M | -27.9% | +10.9% | -38.8% | -29.2% |
| 6M | -4.3% | +6.7% | -11.0% | -7.7% |
| YTD | -9.1% | +111.1% | -120.2% | -18.7% |
| 1Y | -21.2% | +185.8% | -207.0% | -33.4% |
| 3Y | +19.4% | -6.6% | +25.9% | +14.6% |
| All | +19.4% | -7.5% | +26.9% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling