+337.9%
CTAS vs FSLY
-19.7%
+357.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +0.6% |
| 7D | -0.8% | -17.9% | +17.2% | 0.0% |
| 30D | +10.7% | -34.7% | +45.4% | +12.5% |
| 3M | +11.0% | -40.0% | +51.0% | +12.7% |
| 6M | +38.7% | -11.8% | +50.6% | +37.3% |
| YTD | +21.8% | +69.5% | -47.8% | +12.1% |
| 1Y | +23.6% | +44.0% | -20.4% | +14.9% |
| 3Y | +74.9% | +5.2% | +69.7% | +59.3% |
| 5Y | +119.5% | -65.6% | +185.0% | +104.8% |
| All | +337.9% | -19.7% | +357.7% | +219.5% |
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