+97.0%
CPRT vs FSLY
-24.5%
+121.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +4.0% | -22.9% | +26.9% | +5.3% |
| 30D | +18.2% | -44.6% | +62.8% | +21.9% |
| 3M | +9.2% | -41.5% | +50.6% | +11.6% |
| 6M | -4.8% | -20.8% | +16.0% | -5.3% |
| YTD | -17.5% | +59.5% | -77.0% | -25.3% |
| 1Y | -22.0% | +36.1% | -58.1% | -28.4% |
| 3Y | -33.7% | -1.0% | -32.7% | -40.7% |
| 5Y | -15.0% | -66.9% | +52.0% | -22.5% |
| All | +97.0% | -24.5% | +121.4% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling