+108.9%
CSX vs FSLY
-4.2%
+113.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | -3.4% | -10.6% | +7.3% | -2.7% |
| 30D | -3.1% | -20.9% | +17.8% | -2.1% |
| 3M | +7.2% | +3.4% | +3.8% | +6.4% |
| 6M | +16.2% | +2.7% | +13.4% | +13.5% |
| YTD | +37.5% | +102.3% | -64.7% | +26.9% |
| 1Y | +53.2% | +182.1% | -128.8% | +36.9% |
| 3Y | +68.2% | -14.6% | +82.8% | +57.5% |
| 5Y | +65.2% | -55.9% | +121.1% | +53.6% |
| All | +108.9% | -4.2% | +113.2% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling