+99.0%
CME vs FSLY
0.0%
+99.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -1.2% |
| 7D | -2.9% | +3.5% | -6.3% | -3.0% |
| 30D | +5.5% | -6.4% | +11.9% | +5.6% |
| 3M | +11.0% | +10.9% | +0.1% | +10.3% |
| 6M | -9.7% | +6.7% | -16.4% | -11.1% |
| YTD | +4.9% | +111.1% | -106.2% | -0.4% |
| 1Y | +10.1% | +185.8% | -175.7% | +2.7% |
| 3Y | +53.5% | -6.6% | +60.1% | +48.3% |
| 5Y | +77.2% | -52.4% | +129.6% | +71.3% |
| All | +99.0% | 0.0% | +99.0% | +44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling