-7.3%
CMG vs FSLY
-0.4%
-6.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -3.8% | +7.5% | -11.4% | -3.9% |
| 30D | +12.9% | -21.1% | +34.0% | +13.1% |
| 3M | +18.8% | +21.8% | -3.0% | +18.4% |
| 6M | +4.1% | -0.1% | +4.2% | +3.4% |
| YTD | -2.4% | +123.1% | -125.4% | -5.3% |
| 1Y | -6.7% | +208.6% | -215.2% | -11.8% |
| All | -7.3% | -0.4% | -6.9% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling