+54.1%
CSX vs FSLY
-68.1%
+122.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | +0.7% | -22.9% | +23.6% | +1.8% |
| 30D | +8.1% | -44.6% | +52.7% | +10.8% |
| 3M | +2.2% | -41.5% | +43.7% | +4.1% |
| 6M | +14.6% | -20.8% | +35.4% | +14.4% |
| YTD | +42.2% | +59.5% | -17.3% | +33.2% |
| 1Y | +47.3% | +36.1% | +11.2% | +39.3% |
| 3Y | +73.5% | -1.0% | +74.5% | +60.0% |
| 5Y | +54.1% | -66.9% | +121.0% | +36.6% |
| All | +54.1% | -68.1% | +122.2% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling