+232.3%
CF vs FSLY
-28.5%
+260.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -26.9% | +33.1% | +6.8% |
| 7D | +0.4% | -40.0% | +40.4% | +1.4% |
| 30D | +2.2% | -39.7% | +41.9% | +3.1% |
| 3M | +2.1% | -40.9% | +43.0% | +2.8% |
| 6M | -6.5% | -52.5% | +45.9% | -5.7% |
| YTD | +55.6% | +51.1% | +4.5% | +50.7% |
| 1Y | +42.3% | +90.6% | -48.3% | +36.3% |
| 3Y | +55.7% | -12.4% | +68.2% | +50.9% |
| 5Y | +122.4% | -69.1% | +191.5% | +121.3% |
| All | +232.3% | -28.5% | +260.8% | +148.0% |
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