-46.0%
CPNG vs FSLY
-67.3%
+21.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.1% |
| 7D | -6.8% | +4.9% | -11.6% | -7.5% |
| 30D | +5.5% | -33.5% | +39.0% | +11.2% |
| 3M | -6.8% | -44.6% | +37.9% | -0.1% |
| 6M | -4.8% | -9.2% | +4.4% | -7.6% |
| YTD | -35.6% | +63.3% | -98.9% | -49.7% |
| 1Y | -46.8% | +45.3% | -92.0% | -57.5% |
| 3Y | -0.8% | +3.7% | -4.5% | -26.8% |
| All | -46.0% | -67.3% | +21.2% | -52.1% |
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