-51.4%
CLF vs FSLY
-68.3%
+16.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.3% |
| 7D | -19.6% | -31.4% | +11.9% | -16.3% |
| 30D | -5.0% | -37.3% | +32.3% | -0.4% |
| 3M | -6.3% | -30.1% | +23.8% | -3.6% |
| 6M | +2.8% | -49.8% | +52.6% | +7.9% |
| YTD | -13.7% | +55.7% | -69.4% | -23.3% |
| 1Y | +13.6% | +44.5% | -30.9% | +2.0% |
| 3Y | -34.0% | -4.3% | -29.6% | -42.7% |
| All | -51.4% | -68.3% | +16.9% | -55.1% |
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 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