+10.9%
CMG vs FSLY
+161.0%
-150.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +6.0% | +5.8% |
| 7D | +22.5% | -22.2% | +44.7% | +21.2% |
| 30D | +14.1% | -19.1% | +33.2% | +13.3% |
| 3M | +4.1% | -15.7% | +19.8% | +4.0% |
| 6M | +10.1% | -23.5% | +33.6% | +10.6% |
| YTD | -4.9% | +106.6% | -111.5% | +2.7% |
| 1Y | +10.9% | +164.3% | -153.4% | +22.8% |
| All | +10.9% | +161.0% | -150.1% | +22.8% |
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