+15.2%
CNC vs FSLY
0.0%
+15.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.0% | -3.8% |
| 7D | -1.0% | +3.5% | -4.5% | -1.1% |
| 30D | -1.8% | -6.4% | +4.6% | -1.8% |
| 3M | -0.7% | +10.9% | -11.6% | -1.2% |
| 6M | +47.9% | +6.7% | +41.2% | +46.2% |
| YTD | +56.9% | +111.1% | -54.2% | +51.0% |
| 1Y | +123.9% | +185.8% | -61.8% | +112.1% |
| 3Y | -1.3% | -6.6% | +5.3% | -4.3% |
| 5Y | +2.8% | -52.4% | +55.1% | -0.2% |
| All | +15.2% | 0.0% | +15.3% | -9.6% |
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