+370.4%
CDNS vs FSLY
-22.7%
+393.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.6% |
| 7D | +1.0% | +4.9% | -3.9% | +0.3% |
| 30D | -2.0% | -33.5% | +31.6% | +3.1% |
| 3M | -0.2% | -44.6% | +44.4% | +6.5% |
| 6M | -8.9% | -9.2% | +0.3% | -10.2% |
| YTD | +3.3% | +63.3% | -59.9% | -12.7% |
| 1Y | +2.2% | +45.3% | -43.1% | -12.3% |
| 3Y | +22.4% | +3.7% | +18.6% | +1.6% |
| 5Y | +78.0% | -67.2% | +145.2% | +60.1% |
| All | +370.4% | -22.7% | +393.1% | +214.4% |
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