+51.2%
CI vs FSLY
-67.3%
+118.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.6% | +0.2% |
| 7D | +1.2% | +4.9% | -3.7% | +1.2% |
| 30D | +2.6% | -33.5% | +36.1% | +2.6% |
| 3M | +7.4% | -44.6% | +52.1% | +7.5% |
| 6M | -0.1% | -9.2% | +9.1% | -0.3% |
| YTD | +9.7% | +63.3% | -53.5% | +8.7% |
| 1Y | +12.1% | +45.3% | -33.2% | +11.3% |
| 3Y | +7.0% | +3.7% | +3.3% | +6.0% |
| All | +51.2% | -67.3% | +118.5% | +52.4% |
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