+73.1%
CME vs FSLY
-67.3%
+140.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.8% |
| 7D | +3.9% | +4.9% | -0.9% | +3.9% |
| 30D | +11.3% | -33.5% | +44.9% | +11.7% |
| 3M | +19.6% | -44.6% | +64.2% | +20.1% |
| 6M | +8.1% | -9.2% | +17.3% | +7.8% |
| YTD | +20.4% | +63.3% | -42.9% | +17.8% |
| 1Y | +16.5% | +45.3% | -28.8% | +14.2% |
| 3Y | +66.4% | +3.7% | +62.7% | +63.5% |
| All | +73.1% | -67.3% | +140.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling