+37.0%
CLF vs FSLY
-19.7%
+56.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.3% | -4.1% | +1.4% |
| 7D | +2.3% | -17.9% | +20.3% | +4.6% |
| 30D | +1.9% | -34.7% | +36.6% | +6.7% |
| 3M | +5.9% | -40.0% | +45.9% | +11.0% |
| 6M | +16.9% | -11.8% | +28.8% | +16.7% |
| YTD | -1.1% | +69.5% | -70.6% | -14.3% |
| 1Y | +28.8% | +44.0% | -15.1% | +14.2% |
| 3Y | -20.6% | +5.2% | -25.8% | -32.3% |
| 5Y | -41.5% | -65.6% | +24.1% | -47.0% |
| All | +37.0% | -19.7% | +56.7% | -16.4% |
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