+47.7%
CI vs FSLY
-68.3%
+116.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.7% | -2.6% |
| 7D | -1.6% | -31.4% | +29.9% | -1.6% |
| 30D | +5.4% | -37.3% | +42.7% | +5.4% |
| 3M | +7.3% | -30.1% | +37.4% | +7.2% |
| 6M | +5.3% | -49.8% | +55.1% | +5.5% |
| YTD | +8.5% | +55.7% | -47.2% | +7.5% |
| 1Y | +17.1% | +44.5% | -27.4% | +16.1% |
| 3Y | +1.4% | -4.3% | +5.8% | +0.5% |
| All | +47.7% | -68.3% | +116.0% | +48.8% |
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