-23.9%
CPRT vs FSLY
+161.0%
-184.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.0% |
| 7D | +12.6% | -22.2% | +34.8% | +11.2% |
| 30D | +18.0% | -19.1% | +37.1% | +17.0% |
| 3M | +11.0% | -15.7% | +26.6% | +10.9% |
| 6M | -2.0% | -23.5% | +21.5% | -1.4% |
| YTD | -16.7% | +106.6% | -123.3% | -5.3% |
| 1Y | -23.9% | +164.3% | -188.1% | -10.2% |
| All | -23.9% | +161.0% | -184.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling