-20.5%
CLX vs FSLY
-4.2%
-16.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | -9.2% | -10.6% | +1.4% | -9.0% |
| 30D | -11.0% | -20.9% | +9.9% | -10.7% |
| 3M | +5.0% | +3.4% | +1.6% | +4.8% |
| 6M | -18.8% | +2.7% | -21.6% | -19.9% |
| YTD | -4.4% | +102.3% | -106.7% | -8.5% |
| 1Y | -21.9% | +182.1% | -203.9% | -26.5% |
| 3Y | -32.8% | -14.6% | -18.2% | -34.8% |
| 5Y | -34.6% | -55.9% | +21.3% | -37.1% |
| All | -20.5% | -4.2% | -16.2% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling