+69.2%
CNP vs FSLY
-22.7%
+91.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +0.7% |
| 7D | +1.3% | +4.9% | -3.6% | +1.1% |
| 30D | +3.8% | -33.5% | +37.3% | +4.9% |
| 3M | +2.4% | -44.6% | +47.0% | +3.8% |
| 6M | -1.2% | -9.2% | +8.1% | -1.9% |
| YTD | +9.3% | +63.3% | -54.0% | +3.9% |
| 1Y | +6.4% | +45.3% | -38.8% | +1.6% |
| 3Y | +66.4% | +3.7% | +62.6% | +57.1% |
| 5Y | +75.7% | -67.2% | +142.8% | +72.5% |
| All | +69.2% | -22.7% | +91.9% | +12.0% |
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