-14.6%
CTSH vs FSLY
-52.1%
+37.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.4% | -8.2% | -4.1% |
| 7D | -5.5% | +3.5% | -8.9% | -5.7% |
| 30D | +4.5% | -6.4% | +10.9% | +4.6% |
| 3M | +13.7% | +10.9% | +2.9% | +12.3% |
| 6M | -8.4% | +6.7% | -15.1% | -11.3% |
| YTD | -26.5% | +111.1% | -137.6% | -33.7% |
| 1Y | -13.9% | +185.8% | -199.7% | -25.9% |
| 3Y | -11.3% | -6.6% | -4.8% | -18.1% |
| All | -14.6% | -52.1% | +37.4% | -22.7% |
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