-0.5%
CTAS vs FSLY
+196.5%
-197.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | +7.5% | -8.8% | -1.1% |
| 30D | -3.1% | -21.1% | +18.0% | -3.5% |
| 3M | +10.3% | +21.8% | -11.5% | +10.9% |
| 6M | +1.6% | -0.1% | +1.8% | +2.6% |
| YTD | +6.3% | +123.1% | -116.8% | +9.9% |
| 1Y | -0.5% | +208.6% | -209.0% | +2.4% |
| All | -0.5% | +196.5% | -197.0% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling