-32.2%
CPRT vs FSLY
+188.8%
-221.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -3.1% |
| 7D | +0.4% | +3.5% | -3.1% | +0.6% |
| 30D | +9.9% | -6.4% | +16.3% | +9.8% |
| 3M | +5.6% | +10.9% | -5.2% | +6.8% |
| 6M | -13.6% | +6.7% | -20.3% | -10.8% |
| YTD | -16.7% | +111.1% | -127.8% | -6.7% |
| All | -32.2% | +188.8% | -221.0% | -21.5% |
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