-6.2%
CLX vs FSLY
-20.0%
+13.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +8.5% | +11.8% | -3.2% | +8.3% |
| 30D | +30.0% | -36.5% | +66.5% | +31.0% |
| 3M | +3.8% | -39.7% | +43.5% | +4.6% |
| 6M | +24.6% | -9.7% | +34.3% | +24.1% |
| YTD | +12.8% | +68.9% | -56.1% | +8.0% |
| 1Y | +8.6% | +44.5% | -35.9% | +4.6% |
| 3Y | -8.6% | +4.8% | -13.5% | -12.9% |
| 5Y | -21.8% | -66.0% | +44.3% | -24.4% |
| All | -6.2% | -20.0% | +13.9% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling