+3,107.5%
CLS vs FSLY
-25.7%
+3,133.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.0% | +7.7% |
| 7D | -10.6% | -22.4% | +11.9% | -7.5% |
| 30D | -38.4% | -45.5% | +7.0% | -33.4% |
| 3M | -29.9% | -30.4% | +0.5% | -27.2% |
| 6M | -40.6% | -22.1% | -18.6% | -39.2% |
| YTD | -24.6% | +57.0% | -81.6% | -33.1% |
| 1Y | -30.8% | +38.2% | -69.0% | -37.4% |
| 3Y | +811.7% | -2.5% | +814.2% | +701.1% |
| 5Y | +1,838.4% | -68.8% | +1,907.3% | +1,651.7% |
| All | +3,107.5% | -25.7% | +3,133.2% | +2,197.7% |
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