+811.7%
CLS vs FSLY
-6.2%
+818.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.0% | +7.7% |
| 7D | -10.6% | -22.4% | +11.9% | -7.2% |
| 30D | -38.4% | -45.5% | +7.0% | -33.0% |
| 3M | -29.9% | -30.4% | +0.5% | -26.8% |
| 6M | -40.6% | -22.1% | -18.6% | -38.9% |
| YTD | -24.6% | +57.0% | -81.6% | -31.2% |
| 1Y | -30.8% | +38.2% | -69.0% | -35.3% |
| 3Y | +811.7% | -2.5% | +814.2% | +642.1% |
| All | +811.7% | -6.2% | +818.0% | +642.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling