-27.8%
CLX vs FSLY
-69.8%
+42.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | +0.2% |
| 7D | +13.6% | -31.4% | +45.0% | +13.9% |
| 30D | +23.4% | -37.3% | +60.7% | +23.8% |
| 3M | -2.8% | -30.1% | +27.3% | -2.7% |
| 6M | +14.0% | -49.8% | +63.8% | +14.4% |
| YTD | +4.2% | +55.7% | -51.5% | +1.0% |
| 1Y | -1.2% | +44.5% | -45.7% | -4.1% |
| 3Y | -12.7% | -4.3% | -8.3% | -15.6% |
| All | -27.8% | -69.8% | +42.1% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling