+30.3%
CLF vs FSLY
-4.2%
+34.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.3% | +2.1% |
| 7D | +7.6% | -10.6% | +18.2% | +8.9% |
| 30D | -1.2% | -20.9% | +19.7% | +1.0% |
| 3M | -13.4% | +3.4% | -16.8% | -14.3% |
| 6M | +15.4% | +2.7% | +12.7% | +11.3% |
| YTD | -5.9% | +102.3% | -108.1% | -19.4% |
| 1Y | +18.8% | +182.1% | -163.2% | -4.5% |
| 3Y | -19.4% | -14.6% | -4.8% | -28.4% |
| 5Y | -47.7% | -55.9% | +8.2% | -53.8% |
| All | +30.3% | -4.2% | +34.5% | -21.5% |
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