+50.0%
CSX vs FSLY
+41.0%
+9.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +3.1% | +11.8% | -8.7% | +3.0% |
| 30D | +9.7% | -36.5% | +46.3% | +10.1% |
| 3M | +4.9% | -39.7% | +44.7% | +5.2% |
| 6M | +18.4% | -9.7% | +28.0% | +18.3% |
| YTD | +45.9% | +68.9% | -23.0% | +49.3% |
| 1Y | +50.0% | +44.5% | +5.5% | +55.5% |
| All | +50.0% | +41.0% | +9.0% | +55.5% |
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