+1,416.6%
CRS vs FSLY
-49.3%
+1,466.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.7% |
| 7D | -0.5% | +11.2% | -11.7% | -1.9% |
| 30D | -18.1% | -18.2% | +0.1% | -16.3% |
| 3M | -12.4% | +21.9% | -34.3% | -15.4% |
| 6M | +15.9% | +4.0% | +11.9% | +10.5% |
| YTD | +45.8% | +123.1% | -77.3% | +21.6% |
| 1Y | +87.8% | +196.9% | -109.1% | +47.2% |
| 3Y | +648.7% | -1.3% | +650.0% | +542.3% |
| 5Y | +1,416.6% | -50.2% | +1,466.8% | +1,149.4% |
| All | +1,416.6% | -49.3% | +1,466.0% | +1,149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling