+18.5%
CNC vs FSLY
+7.7%
+10.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.5% |
| 7D | -0.9% | +12.5% | -13.4% | -1.3% |
| 30D | -1.0% | -18.8% | +17.9% | -0.4% |
| 3M | +4.5% | +22.7% | -18.1% | +3.7% |
| 6M | +85.2% | -3.7% | +88.9% | +83.7% |
| YTD | +61.4% | +127.5% | -66.1% | +54.9% |
| 1Y | +94.9% | +193.5% | -98.6% | +84.5% |
| 3Y | 0.0% | -1.3% | +1.3% | -3.2% |
| 5Y | +11.2% | -47.3% | +58.5% | +7.6% |
| All | +18.5% | +7.7% | +10.8% | -7.2% |
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 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