-3.1%
CMG vs FSLY
-47.3%
+44.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | 0.0% |
| 7D | -2.1% | +12.5% | -14.5% | -2.9% |
| 30D | +10.9% | -18.8% | +29.7% | +12.3% |
| 3M | +15.8% | +22.7% | -6.8% | +13.1% |
| 6M | +6.9% | -3.7% | +10.6% | +3.5% |
| YTD | -2.2% | +127.5% | -129.7% | -15.4% |
| 1Y | -7.1% | +193.5% | -200.6% | -23.6% |
| 3Y | -7.1% | -1.3% | -5.8% | -16.0% |
| All | -3.1% | -47.3% | +44.3% | -15.2% |
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 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