+62.4%
CL vs FSLY
-25.7%
+88.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +0.5% | -22.4% | +23.0% | +0.7% |
| 30D | +11.6% | -45.5% | +57.0% | +12.1% |
| 3M | +5.6% | -30.4% | +36.0% | +5.7% |
| 6M | +13.2% | -22.1% | +35.2% | +13.0% |
| YTD | +26.9% | +57.0% | -30.1% | +24.4% |
| 1Y | +27.3% | +38.2% | -10.9% | +25.1% |
| 3Y | +39.7% | -2.5% | +42.2% | +36.7% |
| 5Y | +41.3% | -68.8% | +110.2% | +41.3% |
| All | +62.4% | -25.7% | +88.1% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling