+101.7%
CI vs FSLY
-4.2%
+106.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | +1.3% | -10.6% | +11.9% | +1.5% |
| 30D | +4.4% | -20.9% | +25.3% | +4.8% |
| 3M | +0.7% | +3.4% | -2.8% | +0.3% |
| 6M | +0.3% | +2.7% | -2.4% | -0.7% |
| YTD | +3.8% | +102.3% | -98.4% | +0.3% |
| 1Y | -5.5% | +182.1% | -187.5% | -10.1% |
| 3Y | +8.1% | -14.6% | +22.7% | +5.7% |
| 5Y | +42.8% | -55.9% | +98.7% | +40.8% |
| All | +101.7% | -4.2% | +106.0% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling