+323.3%
CMI vs FSLY
0.0%
+323.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.2% | -0.2% |
| 7D | +1.9% | +3.5% | -1.6% | +1.6% |
| 30D | -12.5% | -6.4% | -6.1% | -12.4% |
| 3M | -16.2% | +10.9% | -27.1% | -17.2% |
| 6M | +4.9% | +6.7% | -1.8% | +2.3% |
| YTD | +11.1% | +111.1% | -100.0% | +2.0% |
| 1Y | +43.4% | +185.8% | -142.4% | +28.0% |
| 3Y | +154.1% | -6.6% | +160.6% | +133.7% |
| 5Y | +169.5% | -52.4% | +221.9% | +143.2% |
| All | +323.3% | 0.0% | +323.3% | +235.0% |
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 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