+43.4%
CL vs FSLY
-67.3%
+110.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.3% | +5.1% | +1.8% |
| 7D | +3.2% | +4.9% | -1.6% | +3.3% |
| 30D | +8.0% | -33.5% | +41.6% | +7.7% |
| 3M | +7.9% | -44.6% | +52.5% | +7.4% |
| 6M | +14.7% | -9.2% | +24.0% | +14.7% |
| YTD | +29.2% | +63.3% | -34.1% | +29.7% |
| 1Y | +29.5% | +45.3% | -15.7% | +30.0% |
| 3Y | +40.7% | +3.7% | +36.9% | +41.3% |
| All | +43.4% | -67.3% | +110.6% | +37.0% |
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 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