+112.2%
CI vs FSLY
-25.7%
+137.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | +0.1% | -22.4% | +22.6% | +0.5% |
| 30D | +4.7% | -45.5% | +50.1% | +5.7% |
| 3M | +5.2% | -30.4% | +35.6% | +5.5% |
| 6M | +3.8% | -22.1% | +25.9% | +3.6% |
| YTD | +9.2% | +57.0% | -47.8% | +5.7% |
| 1Y | +14.3% | +38.2% | -24.0% | +10.9% |
| 3Y | +8.4% | -2.5% | +10.9% | +4.6% |
| 5Y | +50.0% | -68.8% | +118.9% | +49.2% |
| All | +112.2% | -25.7% | +137.9% | +68.7% |
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