+15.8%
CME vs FSLY
+38.2%
-22.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | +1.7% | -22.9% | +24.6% | +1.4% |
| 30D | +10.2% | -44.6% | +54.7% | +9.5% |
| 3M | +17.8% | -41.5% | +59.3% | +17.2% |
| 6M | +11.0% | -20.8% | +31.8% | +11.2% |
| YTD | +17.0% | +59.5% | -42.5% | +17.8% |
| 1Y | +15.8% | +36.1% | -20.3% | +16.7% |
| All | +15.8% | +38.2% | -22.4% | +16.7% |
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