+18.0%
CTSH vs FSLY
-4.2%
+22.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -3.4% |
| 7D | -2.7% | -10.6% | +7.9% | -1.9% |
| 30D | +12.4% | -20.9% | +33.3% | +13.8% |
| 3M | +17.4% | +3.4% | +14.0% | +16.2% |
| 6M | -3.1% | +2.7% | -5.8% | -6.3% |
| YTD | -23.6% | +102.3% | -125.8% | -31.9% |
| 1Y | -10.8% | +182.1% | -192.9% | -24.3% |
| 3Y | -8.3% | -14.6% | +6.3% | -16.2% |
| 5Y | -11.3% | -55.9% | +44.6% | -19.3% |
| All | +18.0% | -4.2% | +22.3% | -18.1% |
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