-23.4%
CLX vs FSLY
+5.6%
-29.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.8% | -2.3% |
| 7D | -4.9% | +11.2% | -16.1% | -5.2% |
| 30D | -15.8% | -18.2% | +2.3% | -15.5% |
| 3M | -7.9% | +21.9% | -29.8% | -8.5% |
| 6M | -19.0% | +4.0% | -23.1% | -20.1% |
| YTD | -7.9% | +123.1% | -131.0% | -12.1% |
| 1Y | -25.4% | +196.9% | -222.2% | -29.9% |
| 3Y | -35.0% | -1.3% | -33.8% | -37.3% |
| 5Y | -36.8% | -50.2% | +13.5% | -39.4% |
| All | -23.4% | +5.6% | -29.0% | -34.7% |
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 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