+269.8%
CORZ vs FSLY
-24.2%
+293.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.3% | +8.0% |
| 7D | +1.7% | -22.4% | +24.1% | +5.5% |
| 30D | -17.5% | -45.5% | +28.0% | -10.0% |
| 3M | -39.5% | -30.4% | -9.1% | -37.1% |
| 6M | -44.5% | -22.1% | -22.4% | -43.6% |
| YTD | -12.6% | +57.0% | -69.6% | -23.4% |
| 1Y | -37.0% | +38.2% | -75.2% | -43.4% |
| All | +269.8% | -24.2% | +293.9% | +247.2% |
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 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