+32.1%
CL vs FSLY
+161.0%
-128.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.4% | +3.3% |
| 7D | +7.7% | -22.2% | +29.9% | +7.1% |
| 30D | +15.2% | -19.1% | +34.4% | +14.8% |
| 3M | +7.3% | -15.7% | +23.0% | +7.2% |
| 6M | +17.0% | -23.5% | +40.5% | +17.3% |
| YTD | +28.0% | +106.6% | -78.7% | +30.0% |
| 1Y | +32.1% | +164.3% | -132.1% | +33.8% |
| All | +32.1% | +161.0% | -128.9% | +33.8% |
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 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