-31.6%
CRCL vs FSLY
+161.0%
-192.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -6.8% | -22.2% | +15.3% | -5.4% |
| 30D | -8.6% | -19.1% | +10.5% | -7.5% |
| 3M | +20.3% | -15.7% | +36.0% | +21.1% |
| 6M | -36.3% | -23.5% | -12.8% | -35.9% |
| YTD | -4.0% | +106.6% | -110.6% | -3.5% |
| 1Y | -31.6% | +164.3% | -195.8% | -25.9% |
| All | -31.6% | +161.0% | -192.6% | -25.9% |
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 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