-19.8%
CEG vs FSLY
+41.0%
-60.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.8% |
| 7D | +17.8% | +11.8% | +6.1% | +17.3% |
| 30D | -4.5% | -36.5% | +32.0% | -3.1% |
| 3M | +1.5% | -39.7% | +41.2% | +3.0% |
| 6M | -3.5% | -9.7% | +6.2% | -3.4% |
| YTD | -19.7% | +68.9% | -88.6% | -22.6% |
| 1Y | -19.8% | +44.5% | -64.2% | -20.5% |
| All | -19.8% | +41.0% | -60.8% | -20.5% |
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 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