+38.3%
CL vs FSLY
+6.5%
+31.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | 0.0% |
| 7D | -0.8% | -17.9% | +17.2% | -1.1% |
| 30D | +9.5% | -34.7% | +44.2% | +8.8% |
| 3M | +6.8% | -40.0% | +46.8% | +6.1% |
| 6M | +14.3% | -11.8% | +26.1% | +14.3% |
| YTD | +27.0% | +69.5% | -42.6% | +28.8% |
| 1Y | +26.3% | +44.0% | -17.7% | +27.8% |
| All | +38.3% | +6.5% | +31.8% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling