+1,980.9%
CLS vs FSLY
-67.3%
+2,048.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.3% | -2.1% | -4.8% |
| 7D | +16.3% | +4.9% | +11.4% | +15.5% |
| 30D | -25.7% | -33.5% | +7.9% | -20.8% |
| 3M | -30.9% | -44.6% | +13.8% | -25.0% |
| 6M | -35.5% | -9.2% | -26.3% | -35.0% |
| YTD | -18.7% | +63.3% | -82.0% | -29.8% |
| 1Y | -17.9% | +45.3% | -63.2% | -27.6% |
| 3Y | +838.1% | +3.7% | +834.3% | +690.0% |
| All | +1,980.9% | -67.3% | +2,048.1% | +1,638.6% |
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