+97.4%
CME vs FSLY
+5.6%
+91.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -1.0% |
| 7D | -0.6% | +11.2% | -11.8% | -1.0% |
| 30D | +4.7% | -18.2% | +22.8% | +5.2% |
| 3M | +7.8% | +21.9% | -14.1% | +6.8% |
| 6M | -11.0% | +4.0% | -15.0% | -12.3% |
| YTD | +4.0% | +123.1% | -119.1% | -1.4% |
| 1Y | +9.1% | +196.9% | -187.8% | +1.7% |
| 3Y | +52.3% | -1.3% | +53.5% | +46.9% |
| 5Y | +76.1% | -50.2% | +126.3% | +70.1% |
| All | +97.4% | +5.6% | +91.7% | +43.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling