+9.3%
CME vs FSLY
+181.7%
-172.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -1.6% | -10.6% | +9.1% | -1.7% |
| 30D | +6.2% | -20.9% | +27.1% | +6.0% |
| 3M | +10.4% | +3.4% | +7.0% | +10.5% |
| 6M | -9.5% | +2.7% | -12.3% | -9.3% |
| YTD | +6.0% | +102.3% | -96.2% | +6.1% |
| 1Y | +9.3% | +182.1% | -172.8% | +9.5% |
| All | +9.3% | +181.7% | -172.4% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling