+177.8%
CFG vs FSLY
-4.2%
+182.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.2% |
| 7D | +1.5% | -10.6% | +12.2% | +2.6% |
| 30D | -3.8% | -20.9% | +17.1% | -2.2% |
| 3M | +11.5% | +3.4% | +8.1% | +10.2% |
| 6M | +19.2% | +2.7% | +16.4% | +14.9% |
| YTD | +23.7% | +102.3% | -78.6% | +8.5% |
| 1Y | +38.8% | +182.1% | -143.2% | +15.7% |
| 3Y | +178.9% | -14.6% | +193.5% | +151.8% |
| 5Y | +101.8% | -55.9% | +157.7% | +79.2% |
| All | +177.8% | -4.2% | +182.0% | +72.5% |
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