+285.5%
CTAS vs FSLY
+5.6%
+279.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.5% |
| 7D | +1.0% | +11.2% | -10.2% | +0.4% |
| 30D | -1.1% | -18.2% | +17.1% | -0.2% |
| 3M | +11.5% | +21.9% | -10.4% | +9.7% |
| 6M | +0.2% | +4.0% | -3.9% | -2.3% |
| YTD | +7.2% | +123.1% | -115.9% | -1.8% |
| 1Y | 0.0% | +196.9% | -196.9% | -11.1% |
| 3Y | +65.9% | -1.3% | +67.2% | +54.2% |
| 5Y | +109.6% | -50.2% | +159.8% | +92.8% |
| All | +285.5% | +5.6% | +279.9% | +179.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling