+45.6%
CSX vs FSLY
+36.0%
+9.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +1.9% | +2.8% |
| 7D | -2.2% | -22.4% | +20.2% | -2.0% |
| 30D | +6.8% | -45.5% | +52.3% | +7.3% |
| 3M | +0.7% | -30.4% | +31.1% | +0.9% |
| 6M | +13.3% | -22.1% | +35.3% | +13.3% |
| YTD | +40.5% | +57.0% | -16.4% | +43.9% |
| All | +45.6% | +36.0% | +9.6% | +51.3% |
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