+326.3%
CDNS vs FSLY
-4.2%
+330.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.6% |
| 7D | -14.0% | -10.6% | -3.4% | -12.6% |
| 30D | -13.2% | -20.9% | +7.7% | -10.9% |
| 3M | -28.9% | +3.4% | -32.3% | -30.0% |
| 6M | -4.2% | +2.7% | -6.9% | -8.9% |
| YTD | -6.4% | +102.3% | -108.6% | -22.0% |
| 1Y | -16.2% | +182.1% | -198.3% | -35.1% |
| 3Y | +20.2% | -14.6% | +34.7% | +4.9% |
| 5Y | +76.6% | -55.9% | +132.5% | +54.1% |
| All | +326.3% | -4.2% | +330.5% | +180.9% |
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