-10.0%
CRS vs FSLY
+41.1%
-51.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.7% | -2.5% |
| 7D | +4.8% | +4.9% | -0.1% | +4.5% |
| 30D | -23.2% | -33.5% | +10.3% | -21.6% |
| 3M | -45.5% | -44.6% | -0.9% | -44.1% |
| 6M | -33.1% | -9.2% | -23.9% | -33.3% |
| YTD | -7.2% | +63.3% | -70.5% | -6.8% |
| 1Y | -10.0% | +45.3% | -55.3% | -7.8% |
| All | -10.0% | +41.1% | -51.1% | -7.8% |
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