+1,369.7%
CRWD vs FSLY
-10.0%
+1,379.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.2% |
| 7D | -2.4% | -10.6% | +8.2% | +0.4% |
| 30D | +1.5% | -20.9% | +22.4% | +6.9% |
| 3M | +18.5% | +3.4% | +15.1% | +16.5% |
| 6M | +109.1% | +2.7% | +106.3% | +90.6% |
| YTD | +81.8% | +102.3% | -20.4% | +29.0% |
| 1Y | +106.7% | +182.1% | -75.4% | +28.7% |
| 3Y | +428.7% | -14.6% | +443.3% | +307.6% |
| 5Y | +206.4% | -55.9% | +262.3% | +151.3% |
| All | +1,369.7% | -10.0% | +1,379.6% | +671.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling