+8.9%
CRCL vs FSLY
+200.0%
-191.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | +0.2% |
| 7D | -11.2% | +12.5% | -23.7% | -12.0% |
| 30D | +27.1% | -18.8% | +45.9% | +28.6% |
| 3M | +9.6% | +22.7% | -13.0% | +7.7% |
| 6M | -19.7% | -3.7% | -16.0% | -20.7% |
| YTD | +14.2% | +127.5% | -113.3% | +8.6% |
| 1Y | -32.2% | +193.5% | -225.8% | -36.0% |
| All | +8.9% | +200.0% | -191.1% | +5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling