+4,394.2%
CLS vs FSLY
-4.2%
+4,398.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.1% |
| 7D | +4.6% | -10.6% | +15.2% | +6.1% |
| 30D | -13.9% | -20.9% | +7.0% | -11.5% |
| 3M | -26.6% | +3.4% | -30.0% | -27.1% |
| 6M | +15.4% | +2.7% | +12.7% | +12.0% |
| YTD | +5.7% | +102.3% | -96.6% | -8.7% |
| 1Y | +41.1% | +182.1% | -140.9% | +14.8% |
| 3Y | +1,228.6% | -14.6% | +1,243.1% | +1,085.7% |
| 5Y | +3,240.6% | -55.9% | +3,296.5% | +2,804.4% |
| All | +4,394.2% | -4.2% | +4,398.5% | +3,032.0% |
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