+9.1%
CME vs FSLY
+205.2%
-196.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.7% | -6.5% | -0.7% |
| 7D | -0.6% | +11.2% | -11.8% | -0.5% |
| 30D | +4.7% | -18.2% | +22.8% | +4.5% |
| 3M | +7.8% | +21.9% | -14.1% | +8.1% |
| 6M | -11.0% | +4.0% | -15.0% | -10.6% |
| YTD | +4.0% | +123.1% | -119.1% | +4.2% |
| 1Y | +9.1% | +196.9% | -187.8% | +9.0% |
| All | +9.1% | +205.2% | -196.1% | +9.0% |
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 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