+137.3%
CTVA vs FSLY
-26.8%
+164.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +2.8% |
| 7D | -20.8% | +4.9% | -25.6% | -21.0% |
| 30D | -29.6% | -33.5% | +3.9% | -28.4% |
| 3M | -16.9% | -44.6% | +27.7% | -15.0% |
| 6M | -24.3% | -9.2% | -15.0% | -25.3% |
| YTD | -5.6% | +63.3% | -68.9% | -13.2% |
| 1Y | -4.2% | +45.3% | -49.4% | -11.2% |
| 3Y | +43.3% | +3.7% | +39.5% | +29.9% |
| 5Y | +35.7% | -67.2% | +102.9% | +29.5% |
| All | +137.3% | -26.8% | +164.1% | +61.9% |
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