-13.9%
CTSH vs FSLY
+187.7%
-201.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -3.7% |
| 7D | -5.5% | +3.5% | -8.9% | -5.4% |
| 30D | +4.5% | -6.4% | +10.9% | +4.4% |
| 3M | +13.7% | +10.9% | +2.9% | +14.3% |
| 6M | -8.4% | +6.7% | -15.1% | -6.4% |
| YTD | -26.5% | +111.1% | -137.6% | -20.2% |
| 1Y | -13.9% | +185.8% | -199.7% | -7.0% |
| All | -13.9% | +187.7% | -201.6% | -7.0% |
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