-41.3%
CORZ vs FSLY
+161.0%
-202.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -0.2% | -10.2% | -10.4% |
| 7D | -14.9% | -22.2% | +7.2% | -13.1% |
| 30D | -23.1% | -19.1% | -4.0% | -21.8% |
| 3M | -44.1% | -15.7% | -28.4% | -43.5% |
| 6M | -39.5% | -23.5% | -16.0% | -39.0% |
| YTD | -12.4% | +106.6% | -119.0% | -11.8% |
| 1Y | -41.3% | +164.3% | -205.6% | -39.5% |
| All | -41.3% | +161.0% | -202.3% | -39.5% |
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