+606.1%
CRS vs FSLY
-22.7%
+628.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -2.3% |
| 7D | +4.8% | +4.9% | -0.1% | +4.2% |
| 30D | -23.2% | -33.5% | +10.3% | -20.2% |
| 3M | -45.5% | -44.6% | -0.9% | -42.8% |
| 6M | -33.1% | -9.2% | -23.9% | -34.1% |
| YTD | -7.2% | +63.3% | -70.5% | -19.0% |
| 1Y | -10.0% | +45.3% | -55.3% | -20.4% |
| 3Y | +332.3% | +3.7% | +328.6% | +271.1% |
| 5Y | +801.9% | -67.2% | +869.0% | +698.6% |
| All | +606.1% | -22.7% | +628.8% | +366.7% |
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