+77.8%
CSX vs FSLY
+6.5%
+71.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.3% | -4.7% | +1.4% |
| 7D | -0.3% | -17.9% | +17.7% | +0.2% |
| 30D | +8.7% | -34.7% | +43.4% | +10.0% |
| 3M | +4.2% | -40.0% | +44.2% | +5.5% |
| 6M | +16.7% | -11.8% | +28.5% | +16.1% |
| YTD | +44.5% | +69.5% | -25.1% | +38.1% |
| 1Y | +50.3% | +44.0% | +6.3% | +45.0% |
| All | +77.8% | +6.5% | +71.3% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling