-14.8%
CRH vs FSLY
+161.0%
-175.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.6% |
| 7D | +14.2% | -22.2% | +36.3% | +13.9% |
| 30D | +19.5% | -19.1% | +38.7% | +19.4% |
| 3M | +0.4% | -15.7% | +16.1% | +0.3% |
| 6M | -10.1% | -23.5% | +13.3% | -10.1% |
| YTD | -19.9% | +106.6% | -126.6% | -17.5% |
| 1Y | -14.8% | +164.3% | -179.1% | -12.2% |
| All | -14.8% | +161.0% | -175.8% | -12.2% |
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