+985.0%
CRS vs FSLY
+5.6%
+979.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.1% | +7.5% | -11.6% | -4.9% |
| 30D | -16.6% | -21.1% | +4.5% | -14.6% |
| 3M | -14.3% | +21.8% | -36.0% | -16.8% |
| 6M | +11.6% | -0.1% | +11.7% | +7.6% |
| YTD | +42.6% | +123.1% | -80.5% | +22.1% |
| 1Y | +81.8% | +208.6% | -126.7% | +47.6% |
| 3Y | +632.1% | -1.3% | +633.3% | +540.7% |
| 5Y | +1,401.6% | -48.4% | +1,450.0% | +1,185.0% |
| All | +985.0% | +5.6% | +979.3% | +602.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling