+174.7%
CFG vs FSLY
0.0%
+174.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.5% |
| 7D | +2.7% | +3.5% | -0.8% | +2.3% |
| 30D | -3.7% | -6.4% | +2.7% | -3.5% |
| 3M | +9.5% | +10.9% | -1.4% | +7.6% |
| 6M | +22.2% | +6.7% | +15.5% | +17.4% |
| YTD | +22.3% | +111.1% | -88.8% | +6.8% |
| 1Y | +39.4% | +185.8% | -146.3% | +16.2% |
| 3Y | +188.5% | -6.6% | +195.1% | +158.1% |
| 5Y | +101.5% | -52.4% | +153.9% | +77.8% |
| All | +174.7% | 0.0% | +174.7% | +69.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling