+57.9%
CNQ vs FSLY
+93.2%
-35.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -26.9% | +25.4% | -1.5% |
| 7D | -11.2% | -40.0% | +28.8% | -11.3% |
| 30D | +1.7% | -39.7% | +41.4% | +1.6% |
| 3M | +10.3% | -40.9% | +51.2% | +10.2% |
| 6M | +4.3% | -52.5% | +56.7% | +3.9% |
| YTD | +48.7% | +51.1% | -2.4% | +54.2% |
| 1Y | +57.9% | +90.6% | -32.7% | +66.1% |
| All | +57.9% | +93.2% | -35.3% | +66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling