+322.1%
CORZ vs FSLY
-21.1%
+343.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.5% |
| 7D | +23.5% | +4.9% | +18.6% | +22.6% |
| 30D | +7.5% | -33.5% | +41.0% | +14.1% |
| 3M | -26.6% | -44.6% | +18.0% | -20.9% |
| 6M | -39.5% | -9.2% | -30.3% | -39.8% |
| YTD | -0.3% | +63.3% | -63.5% | -13.0% |
| 1Y | -4.2% | +45.3% | -49.5% | -14.7% |
| All | +322.1% | -21.1% | +343.2% | +294.2% |
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