+68.6%
CSX vs FSLY
-9.9%
+78.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.4% | -3.5% |
| 7D | -5.5% | -31.4% | +25.9% | -4.5% |
| 30D | +4.9% | -37.3% | +42.2% | +6.3% |
| 3M | -2.9% | -30.1% | +27.3% | -2.3% |
| 6M | +8.3% | -49.8% | +58.1% | +9.7% |
| YTD | +36.7% | +55.7% | -19.0% | +31.0% |
| 1Y | +41.5% | +44.5% | -3.0% | +36.1% |
| 3Y | +68.6% | -4.3% | +73.0% | +55.1% |
| All | +68.6% | -9.9% | +78.5% | +55.1% |
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