-1.2%
CNC vs FSLY
+2.5%
-3.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.5% |
| 7D | +2.2% | +4.9% | -2.7% | +2.1% |
| 30D | +1.6% | -33.5% | +35.1% | +1.9% |
| 3M | +7.9% | -44.6% | +52.6% | +8.3% |
| 6M | +21.2% | -9.2% | +30.4% | +21.3% |
| YTD | +73.2% | +63.3% | +9.9% | +74.4% |
| 1Y | +97.5% | +45.3% | +52.2% | +99.1% |
| 3Y | -1.2% | +3.7% | -5.0% | -0.4% |
| All | -1.2% | +2.5% | -3.7% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling