+59.9%
CRM vs FSLY
+5.6%
+54.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -8.1% | +7.5% | -15.6% | -9.1% |
| 30D | +23.1% | -21.1% | +44.1% | +26.7% |
| 3M | +42.5% | +21.8% | +20.8% | +37.1% |
| 6M | +25.3% | -0.1% | +25.4% | +18.9% |
| YTD | -7.8% | +123.1% | -130.9% | -25.6% |
| 1Y | +1.0% | +208.6% | -207.5% | -24.7% |
| 3Y | +10.0% | -1.3% | +11.2% | -7.9% |
| 5Y | -3.9% | -48.4% | +44.5% | -19.4% |
| All | +59.9% | +5.6% | +54.3% | -4.6% |
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 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