+158.1%
CMG vs FSLY
0.0%
+158.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.4% |
| 7D | -1.5% | +3.5% | -4.9% | -1.8% |
| 30D | +12.7% | -6.4% | +19.1% | +12.7% |
| 3M | +26.3% | +10.9% | +15.4% | +23.9% |
| 6M | +4.5% | +6.7% | -2.2% | -0.6% |
| YTD | -0.1% | +111.1% | -111.2% | -14.3% |
| 1Y | -6.8% | +185.8% | -192.6% | -24.3% |
| 3Y | -5.0% | -6.6% | +1.6% | -16.2% |
| 5Y | -3.0% | -52.4% | +49.4% | -15.2% |
| All | +158.1% | 0.0% | +158.2% | +84.8% |
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 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