-54.5%
CLSK vs FSLY
0.0%
-54.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.9% | +5.0% |
| 7D | +21.9% | +3.5% | +18.4% | +20.8% |
| 30D | +9.6% | -6.4% | +16.0% | +9.6% |
| 3M | -18.4% | +10.9% | -29.3% | -23.0% |
| 6M | +46.4% | +6.7% | +39.7% | +28.1% |
| YTD | +33.2% | +111.1% | -77.9% | -13.2% |
| 1Y | +47.0% | +185.8% | -138.8% | -17.0% |
| 3Y | +206.4% | -6.6% | +212.9% | +126.6% |
| 5Y | +5.4% | -52.4% | +57.8% | -21.2% |
| All | -54.5% | 0.0% | -54.4% | -71.2% |
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