-69.3%
CPNG vs FSLY
-68.1%
-1.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.7% |
| 7D | -1.1% | +12.5% | -13.6% | -3.1% |
| 30D | -7.4% | -18.8% | +11.5% | -4.8% |
| 3M | -12.3% | +22.7% | -35.0% | -16.9% |
| 6M | -19.4% | -3.7% | -15.7% | -24.1% |
| YTD | -35.9% | +127.5% | -163.4% | -51.4% |
| 1Y | -53.4% | +193.5% | -246.9% | -67.8% |
| 3Y | -20.0% | -1.3% | -18.7% | -35.0% |
| 5Y | -49.6% | -47.3% | -2.2% | -62.6% |
| All | -69.3% | -68.1% | -1.2% | -75.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling