+81.8%
CRS vs FSLY
+196.5%
-114.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.1% | +7.5% | -11.6% | -4.5% |
| 30D | -16.6% | -21.1% | +4.5% | -15.6% |
| 3M | -14.3% | +21.8% | -36.0% | -15.3% |
| 6M | +11.6% | -0.1% | +11.7% | +10.5% |
| YTD | +42.6% | +123.1% | -80.5% | +38.6% |
| 1Y | +81.8% | +208.6% | -126.7% | +75.8% |
| All | +81.8% | +196.5% | -114.7% | +75.8% |
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