+50.4%
CMS vs FSLY
-4.2%
+54.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | +0.4% | -10.6% | +11.0% | +0.4% |
| 30D | -3.6% | -20.9% | +17.3% | -3.5% |
| 3M | -1.9% | +3.4% | -5.3% | -2.0% |
| 6M | -11.0% | +2.7% | -13.7% | -11.4% |
| YTD | +0.2% | +102.3% | -102.1% | -1.4% |
| 1Y | -1.3% | +182.1% | -183.4% | -3.5% |
| 3Y | +35.9% | -14.6% | +50.5% | +34.3% |
| 5Y | +23.1% | -55.9% | +79.0% | +20.8% |
| All | +50.4% | -4.2% | +54.7% | +23.9% |
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