+46.4%
CL vs FSLY
-4.2%
+50.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.4% |
| 7D | -2.2% | -10.6% | +8.5% | -2.1% |
| 30D | -4.8% | -20.9% | +16.1% | -4.6% |
| 3M | +4.9% | +3.4% | +1.5% | +4.8% |
| 6M | -5.7% | +2.7% | -8.5% | -6.2% |
| YTD | +14.4% | +102.3% | -87.9% | +12.1% |
| 1Y | +8.7% | +182.1% | -173.3% | +5.7% |
| 3Y | +30.0% | -14.6% | +44.5% | +28.6% |
| 5Y | +28.4% | -55.9% | +84.3% | +27.6% |
| All | +46.4% | -4.2% | +50.6% | +18.1% |
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