-9.9%
CPRT vs FSLY
-54.2%
+44.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -3.6% |
| 7D | +0.4% | +3.5% | -3.1% | +0.2% |
| 30D | +9.9% | -6.4% | +16.3% | +9.9% |
| 3M | +5.6% | +10.9% | -5.2% | +4.2% |
| 6M | -13.6% | +6.7% | -20.3% | -16.5% |
| YTD | -16.7% | +111.1% | -127.8% | -25.1% |
| 1Y | -33.1% | +185.8% | -218.9% | -42.9% |
| 3Y | -27.1% | -6.6% | -20.5% | -32.0% |
| 5Y | -9.9% | -52.4% | +42.5% | -19.7% |
| All | -9.9% | -54.2% | +44.4% | -19.7% |
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