+111.0%
CTAS vs FSLY
-54.2%
+165.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.2% |
| 7D | 0.0% | +3.5% | -3.5% | -0.2% |
| 30D | -1.0% | -6.4% | +5.4% | -1.0% |
| 3M | +15.8% | +10.9% | +4.9% | +14.7% |
| 6M | -1.0% | +6.7% | -7.7% | -3.3% |
| YTD | +7.4% | +111.1% | -103.7% | -0.4% |
| 1Y | -0.1% | +185.8% | -185.9% | -10.4% |
| 3Y | +66.3% | -6.6% | +72.9% | +57.2% |
| 5Y | +111.0% | -52.4% | +163.4% | +91.6% |
| All | +111.0% | -54.2% | +165.2% | +91.6% |
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