+319.7%
CMI vs FSLY
+7.7%
+312.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.8% | +1.1% |
| 7D | -0.7% | +12.5% | -13.2% | -1.5% |
| 30D | -12.4% | -18.8% | +6.4% | -11.3% |
| 3M | -14.8% | +22.7% | -37.4% | -16.4% |
| 6M | +0.8% | -3.7% | +4.5% | -1.0% |
| YTD | +10.2% | +127.5% | -117.3% | +0.6% |
| 1Y | +37.4% | +193.5% | -156.1% | +22.5% |
| 3Y | +153.3% | -1.3% | +154.6% | +132.0% |
| 5Y | +167.6% | -47.3% | +214.9% | +140.1% |
| All | +319.7% | +7.7% | +312.0% | +230.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling