+234.6%
CF vs FSLY
-26.3%
+260.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.6% |
| 7D | -3.2% | -31.4% | +28.3% | -2.5% |
| 30D | +4.3% | -37.3% | +41.6% | +5.2% |
| 3M | +2.8% | -30.1% | +32.9% | +3.1% |
| 6M | +0.6% | -49.8% | +50.4% | +1.4% |
| YTD | +56.6% | +55.7% | +0.9% | +51.6% |
| 1Y | +49.6% | +44.5% | +5.1% | +45.1% |
| 3Y | +61.5% | -4.3% | +65.8% | +56.0% |
| 5Y | +124.0% | -68.2% | +192.1% | +122.7% |
| All | +234.6% | -26.3% | +260.9% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling