-6.3%
CI vs FSLY
+187.7%
-193.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -1.7% |
| 7D | -2.0% | +3.5% | -5.5% | -1.9% |
| 30D | -1.8% | -6.4% | +4.6% | -1.8% |
| 3M | -4.2% | +10.9% | -15.1% | -3.9% |
| 6M | +2.7% | +6.7% | -4.0% | +3.7% |
| YTD | +1.9% | +111.1% | -109.2% | +5.3% |
| 1Y | -6.3% | +185.8% | -192.0% | -2.5% |
| All | -6.3% | +187.7% | -193.9% | -2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling