+94.1%
CRH vs FSLY
-47.3%
+141.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.9% |
| 7D | -6.1% | +12.5% | -18.5% | -7.0% |
| 30D | -9.3% | -18.8% | +9.6% | -8.0% |
| 3M | -15.2% | +22.7% | -37.9% | -17.2% |
| 6M | -14.2% | -3.7% | -10.5% | -16.5% |
| YTD | -28.3% | +127.5% | -155.8% | -37.2% |
| 1Y | -21.8% | +193.5% | -215.3% | -34.4% |
| 3Y | +71.6% | -1.3% | +72.9% | +53.5% |
| All | +94.1% | -47.3% | +141.5% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling