+218.9%
CTVA vs FSLY
0.0%
+218.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | +7.5% | -12.2% | -5.1% |
| 30D | +11.1% | -21.1% | +32.2% | +12.4% |
| 3M | +13.7% | +21.8% | -8.1% | +11.6% |
| 6M | +11.2% | -0.1% | +11.3% | +8.7% |
| YTD | +26.9% | +123.1% | -96.2% | +15.7% |
| 1Y | +18.8% | +208.6% | -189.7% | +4.7% |
| 3Y | +75.9% | -1.3% | +77.2% | +62.2% |
| 5Y | +105.2% | -48.4% | +153.6% | +91.2% |
| All | +218.9% | 0.0% | +218.9% | +115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling