+52.0%
CMS vs FSLY
-26.3%
+78.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.1% |
| 7D | -1.3% | -31.4% | +30.1% | -1.1% |
| 30D | +6.3% | -37.3% | +43.6% | +6.5% |
| 3M | -2.1% | -30.1% | +28.1% | -2.0% |
| 6M | -5.1% | -49.8% | +44.7% | -4.8% |
| YTD | +1.3% | +55.7% | -54.4% | -0.4% |
| 1Y | -1.4% | +44.5% | -45.9% | -2.9% |
| 3Y | +36.9% | -4.3% | +41.3% | +34.5% |
| 5Y | +32.5% | -68.2% | +100.7% | +30.3% |
| All | +52.0% | -26.3% | +78.3% | +25.2% |
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 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