+11.7%
CRCL vs FSLY
+194.2%
-182.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.7% | -9.0% | -3.7% |
| 7D | +4.9% | +11.2% | -6.3% | +4.1% |
| 30D | +38.7% | -18.2% | +56.8% | +40.3% |
| 3M | +14.7% | +21.9% | -7.2% | +12.6% |
| 6M | -16.9% | +4.0% | -20.9% | -18.3% |
| YTD | +17.3% | +123.1% | -105.8% | +11.6% |
| 1Y | -21.2% | +196.9% | -218.1% | -26.1% |
| All | +11.7% | +194.2% | -182.4% | +8.3% |
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 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