-35.7%
CLX vs FSLY
-54.2%
+18.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -5.9% | -1.6% |
| 7D | -3.5% | +3.5% | -7.0% | -3.6% |
| 30D | -11.9% | -6.4% | -5.5% | -11.8% |
| 3M | -2.6% | +10.9% | -13.5% | -2.8% |
| 6M | -18.2% | +6.7% | -24.9% | -18.9% |
| YTD | -5.9% | +111.1% | -117.0% | -8.8% |
| 1Y | -23.8% | +185.8% | -209.6% | -27.2% |
| 3Y | -33.6% | -6.6% | -27.0% | -34.9% |
| 5Y | -35.7% | -52.4% | +16.7% | -42.5% |
| All | -35.7% | -54.2% | +18.6% | -42.5% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling