+112.7%
CI vs FSLY
-20.0%
+132.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -1.7% | +11.8% | -13.5% | -1.9% |
| 30D | +4.9% | -36.5% | +41.4% | +5.6% |
| 3M | +7.4% | -39.7% | +47.1% | +8.1% |
| 6M | +0.4% | -9.7% | +10.1% | -0.1% |
| YTD | +9.5% | +68.9% | -59.4% | +5.7% |
| 1Y | +12.0% | +44.5% | -32.5% | +8.7% |
| 3Y | +7.1% | +4.8% | +2.3% | +3.2% |
| 5Y | +49.3% | -66.0% | +115.4% | +48.2% |
| All | +112.7% | -20.0% | +132.8% | +68.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling