+65.5%
CTAS vs FSLY
-11.3%
+76.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -0.3% |
| 7D | -1.8% | -10.6% | +8.8% | -1.7% |
| 30D | -0.2% | -20.9% | +20.7% | -0.1% |
| 3M | +11.7% | +3.4% | +8.3% | +11.5% |
| 6M | +0.7% | +2.7% | -2.0% | +0.1% |
| YTD | +7.4% | +102.3% | -94.9% | +5.0% |
| 1Y | -2.1% | +182.1% | -184.2% | -6.3% |
| All | +65.5% | -11.3% | +76.7% | +61.9% |
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