+241.9%
CORZ vs FSLY
-24.8%
+266.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.3% | +2.9% |
| 7D | -11.2% | -31.4% | +20.2% | -6.3% |
| 30D | -26.2% | -37.3% | +11.1% | -21.1% |
| 3M | -44.1% | -30.1% | -14.0% | -42.0% |
| 6M | -52.3% | -49.8% | -2.5% | -48.9% |
| YTD | -19.2% | +55.7% | -74.9% | -29.1% |
| 1Y | -42.9% | +44.5% | -87.4% | -49.2% |
| All | +241.9% | -24.8% | +266.6% | +221.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling