+104.3%
CEG vs FSLY
-9.9%
+114.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.1% | +1.2% | +4.1% |
| 7D | -4.7% | -31.4% | +26.7% | -2.4% |
| 30D | -16.6% | -37.3% | +20.7% | -14.1% |
| 3M | -4.1% | -30.1% | +26.0% | -2.6% |
| 6M | -22.3% | -49.8% | +27.5% | -20.1% |
| YTD | -28.9% | +55.7% | -84.6% | -35.8% |
| 1Y | -28.5% | +44.5% | -72.9% | -34.9% |
| 3Y | +104.3% | -4.3% | +108.6% | +67.7% |
| All | +104.3% | -9.9% | +114.2% | +67.7% |
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