+629.1%
CRS vs FSLY
-0.4%
+629.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.6% |
| 7D | -0.5% | +11.2% | -11.7% | -1.6% |
| 30D | -18.1% | -18.2% | +0.1% | -16.7% |
| 3M | -12.4% | +21.9% | -34.3% | -14.7% |
| 6M | +15.9% | +4.0% | +11.9% | +11.9% |
| YTD | +45.8% | +123.1% | -77.3% | +27.8% |
| 1Y | +87.8% | +196.9% | -109.1% | +55.9% |
| All | +629.1% | -0.4% | +629.4% | +504.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling