+1,325.8%
CRWD vs FSLY
+1.3%
+1,324.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.5% |
| 7D | -3.0% | +12.5% | -15.5% | -5.9% |
| 30D | -6.8% | -18.8% | +12.0% | -2.0% |
| 3M | +19.6% | +22.7% | -3.1% | +12.6% |
| 6M | +87.1% | -3.7% | +90.8% | +73.7% |
| YTD | +76.4% | +127.5% | -51.1% | +21.3% |
| 1Y | +90.8% | +193.5% | -102.7% | +18.1% |
| 3Y | +380.0% | -1.3% | +381.3% | +255.6% |
| 5Y | +215.6% | -47.3% | +263.0% | +146.4% |
| All | +1,325.8% | +1.3% | +1,324.5% | +626.0% |
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