+73.9%
CNP vs FSLY
-68.3%
+142.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.7% |
| 7D | -4.2% | -31.4% | +27.2% | -4.0% |
| 30D | +5.5% | -37.3% | +42.8% | +5.8% |
| 3M | +0.6% | -30.1% | +30.7% | +0.7% |
| 6M | -2.8% | -49.8% | +47.0% | -2.5% |
| YTD | +7.9% | +55.7% | -47.8% | +5.9% |
| 1Y | +6.7% | +44.5% | -37.8% | +4.8% |
| 3Y | +61.1% | -4.3% | +65.5% | +58.2% |
| All | +73.9% | -68.3% | +142.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling