+33.7%
CFG vs FSLY
+161.0%
-127.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +1.8% | -22.2% | +23.9% | +2.0% |
| 30D | +3.3% | -19.1% | +22.4% | +3.5% |
| 3M | -9.8% | -15.7% | +5.8% | -9.8% |
| 6M | +5.2% | -23.5% | +28.7% | +5.4% |
| YTD | +16.1% | +106.6% | -90.5% | +20.1% |
| 1Y | +33.7% | +164.3% | -130.6% | +37.3% |
| All | +33.7% | +161.0% | -127.3% | +37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling