-7.1%
CMG vs FSLY
+210.9%
-218.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | +0.3% |
| 7D | -2.1% | +12.5% | -14.5% | -1.5% |
| 30D | +10.9% | -18.8% | +29.7% | +10.1% |
| 3M | +15.8% | +22.7% | -6.8% | +17.2% |
| 6M | +6.9% | -3.7% | +10.6% | +8.6% |
| YTD | -2.2% | +127.5% | -129.7% | +4.3% |
| 1Y | -7.1% | +193.5% | -200.6% | +1.0% |
| All | -7.1% | +210.9% | -218.0% | +1.0% |
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