+122.1%
CME vs FSLY
-24.5%
+146.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.5% |
| 7D | +1.7% | -22.9% | +24.6% | +2.3% |
| 30D | +10.2% | -44.6% | +54.7% | +11.9% |
| 3M | +17.8% | -41.5% | +59.3% | +19.1% |
| 6M | +11.0% | -20.8% | +31.8% | +10.8% |
| YTD | +17.0% | +59.5% | -42.5% | +11.6% |
| 1Y | +15.8% | +36.1% | -20.3% | +11.1% |
| 3Y | +61.8% | -1.0% | +62.8% | +54.0% |
| 5Y | +72.5% | -66.9% | +139.4% | +68.9% |
| All | +122.1% | -24.5% | +146.5% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling