-33.0%
CLX vs FSLY
-11.3%
-21.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | -9.2% | -10.6% | +1.4% | -9.3% |
| 30D | -11.0% | -20.9% | +9.9% | -11.1% |
| 3M | +5.0% | +3.4% | +1.6% | +5.2% |
| 6M | -18.8% | +2.7% | -21.6% | -19.1% |
| YTD | -4.4% | +102.3% | -106.7% | -5.6% |
| 1Y | -21.9% | +182.1% | -203.9% | -23.8% |
| All | -33.0% | -11.3% | -21.7% | -30.3% |
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