+639.7%
CEG vs FSLY
-28.7%
+668.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.3% | -0.4% |
| 7D | +6.7% | +3.5% | +3.2% | +6.3% |
| 30D | +11.0% | -6.4% | +17.4% | +11.1% |
| 3M | +19.5% | +10.9% | +8.6% | +17.4% |
| 6M | -5.9% | +6.7% | -12.6% | -9.9% |
| YTD | -15.0% | +111.1% | -126.1% | -25.9% |
| 1Y | +0.6% | +185.8% | -185.1% | -16.6% |
| 3Y | +180.6% | -6.6% | +187.2% | +146.3% |
| All | +639.7% | -28.7% | +668.3% | +508.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling