-51.1%
CPNG vs FSLY
-50.4%
-0.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | +7.5% | -12.9% | -6.6% |
| 30D | -11.1% | -21.1% | +10.0% | -8.2% |
| 3M | -3.0% | +21.8% | -24.7% | -8.0% |
| 6M | -23.5% | -0.1% | -23.4% | -28.6% |
| YTD | -37.8% | +123.1% | -160.9% | -52.9% |
| 1Y | -54.3% | +208.6% | -262.9% | -69.1% |
| 3Y | -20.8% | -1.3% | -19.5% | -35.7% |
| 5Y | -51.1% | -48.4% | -2.7% | -62.4% |
| All | -51.1% | -50.4% | -0.6% | -62.4% |
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 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