+62.0%
CFG vs FSLY
-68.3%
+130.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.2% |
| 7D | -0.9% | -31.4% | +30.5% | +2.3% |
| 30D | +1.1% | -37.3% | +38.4% | +4.8% |
| 3M | -12.0% | -30.1% | +18.1% | -10.5% |
| 6M | -2.2% | -49.8% | +47.6% | +1.3% |
| YTD | +11.4% | +55.7% | -44.3% | -2.9% |
| 1Y | +27.8% | +44.5% | -16.6% | +12.4% |
| 3Y | +173.3% | -4.3% | +177.6% | +135.2% |
| All | +62.0% | -68.3% | +130.3% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling