+60.4%
CF vs FSLY
-12.6%
+72.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -26.9% | +33.1% | +6.1% |
| 7D | +0.4% | -40.0% | +40.4% | +0.4% |
| 30D | +2.2% | -39.7% | +41.9% | +2.1% |
| 3M | +2.1% | -40.9% | +43.0% | +2.0% |
| 6M | -6.5% | -52.5% | +45.9% | -6.5% |
| YTD | +55.6% | +51.1% | +4.5% | +55.9% |
| 1Y | +42.3% | +90.6% | -48.3% | +42.0% |
| All | +60.4% | -12.6% | +72.9% | +66.9% |
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