+444.0%
CNQ vs FSLY
+7.7%
+436.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.5% | -0.7% |
| 7D | +0.1% | +12.5% | -12.4% | -0.5% |
| 30D | +6.2% | -18.8% | +25.0% | +7.2% |
| 3M | +12.4% | +22.7% | -10.3% | +10.6% |
| 6M | +9.0% | -3.7% | +12.7% | +7.1% |
| YTD | +52.2% | +127.5% | -75.3% | +40.2% |
| 1Y | +65.0% | +193.5% | -128.5% | +48.2% |
| 3Y | +78.8% | -1.3% | +80.2% | +66.2% |
| 5Y | +286.0% | -47.3% | +333.3% | +255.7% |
| All | +444.0% | +7.7% | +436.3% | +287.7% |
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