+105.6%
CPRT vs FSLY
-4.2%
+109.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.6% |
| 7D | +2.2% | -10.6% | +12.8% | +2.9% |
| 30D | +16.6% | -20.9% | +37.5% | +17.9% |
| 3M | +9.6% | +3.4% | +6.2% | +8.5% |
| 6M | -11.1% | +2.7% | -13.9% | -13.9% |
| YTD | -13.9% | +102.3% | -116.1% | -22.4% |
| 1Y | -32.5% | +182.1% | -214.6% | -42.0% |
| 3Y | -25.0% | -14.6% | -10.5% | -30.6% |
| 5Y | -7.4% | -55.9% | +48.5% | -16.5% |
| All | +105.6% | -4.2% | +109.8% | +53.5% |
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 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