+4,700.0%
CLS vs FSLY
+5.6%
+4,694.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.7% | -4.6% | +0.4% |
| 7D | +20.1% | +11.2% | +8.9% | +18.5% |
| 30D | +6.0% | -18.2% | +24.2% | +8.6% |
| 3M | -10.3% | +21.9% | -32.2% | -12.9% |
| 6M | +24.5% | +4.0% | +20.5% | +20.4% |
| YTD | +12.9% | +123.1% | -110.2% | -3.8% |
| 1Y | +36.7% | +196.9% | -160.2% | +10.5% |
| 3Y | +1,328.1% | -1.3% | +1,329.3% | +1,151.3% |
| 5Y | +3,682.3% | -50.2% | +3,732.5% | +3,140.5% |
| All | +4,700.0% | +5.6% | +4,694.4% | +3,202.9% |
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