+205.5%
CLSK vs FSLY
-0.4%
+205.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +1.7% | +7.5% | -5.8% | +0.2% |
| 30D | +11.1% | -21.1% | +32.2% | +15.9% |
| 3M | -14.1% | +21.8% | -35.9% | -19.3% |
| 6M | +32.9% | -0.1% | +33.0% | +21.9% |
| YTD | +26.5% | +123.1% | -96.6% | -10.9% |
| 1Y | +27.6% | +208.6% | -180.9% | -23.4% |
| All | +205.5% | -0.4% | +205.9% | +151.3% |
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