+330.0%
CTAS vs FSLY
-25.7%
+355.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.3% |
| 7D | -0.7% | -22.4% | +21.7% | +0.3% |
| 30D | +10.3% | -45.5% | +55.7% | +13.0% |
| 3M | +10.2% | -30.4% | +40.6% | +10.9% |
| 6M | +34.4% | -22.1% | +56.5% | +33.8% |
| YTD | +19.6% | +57.0% | -37.4% | +10.5% |
| 1Y | +21.8% | +38.2% | -16.4% | +13.4% |
| 3Y | +74.1% | -2.5% | +76.6% | +59.1% |
| 5Y | +114.0% | -68.8% | +182.9% | +100.8% |
| All | +330.0% | -25.7% | +355.7% | +214.9% |
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 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