+95.3%
CPRT vs FSLY
+5.6%
+89.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.7% | -7.4% | -2.1% |
| 7D | -0.4% | +11.2% | -11.6% | -1.1% |
| 30D | +8.2% | -18.2% | +26.4% | +9.4% |
| 3M | +2.3% | +21.9% | -19.6% | +0.2% |
| 6M | -14.7% | +4.0% | -18.8% | -17.4% |
| YTD | -18.2% | +123.1% | -141.3% | -26.7% |
| 1Y | -33.4% | +196.9% | -230.2% | -42.8% |
| 3Y | -28.3% | -1.3% | -27.1% | -34.4% |
| 5Y | -9.8% | -50.2% | +40.4% | -19.4% |
| All | +95.3% | +5.6% | +89.7% | +44.9% |
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