-14.6%
CRH vs FSLY
+181.7%
-196.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.4% |
| 7D | -1.7% | -10.6% | +9.0% | -1.6% |
| 30D | -5.4% | -20.9% | +15.5% | -5.3% |
| 3M | -11.2% | +3.4% | -14.6% | -11.0% |
| 6M | -15.8% | +2.7% | -18.6% | -15.4% |
| YTD | -23.6% | +102.3% | -125.9% | -22.1% |
| 1Y | -14.6% | +182.1% | -196.7% | -13.4% |
| All | -14.6% | +181.7% | -196.3% | -13.4% |
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