+234.3%
CF vs FSLY
-25.7%
+260.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.9% | -22.4% | +21.6% | -0.5% |
| 30D | +6.9% | -45.5% | +52.4% | +8.2% |
| 3M | +4.8% | -30.4% | +35.2% | +5.2% |
| 6M | +4.7% | -22.1% | +26.8% | +4.5% |
| YTD | +56.5% | +57.0% | -0.5% | +51.4% |
| 1Y | +48.4% | +38.2% | +10.2% | +44.2% |
| 3Y | +59.1% | -2.5% | +61.7% | +53.7% |
| 5Y | +109.5% | -68.8% | +178.4% | +108.7% |
| All | +234.3% | -25.7% | +260.0% | +149.3% |
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