+75.7%
CTVA vs FSLY
-0.4%
+76.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.7% | -7.0% | -1.6% |
| 7D | -5.8% | +11.2% | -17.0% | -6.2% |
| 30D | +11.1% | -18.2% | +29.2% | +11.8% |
| 3M | +13.2% | +21.9% | -8.7% | +11.7% |
| 6M | +8.7% | +4.0% | +4.7% | +6.9% |
| YTD | +27.3% | +123.1% | -95.8% | +19.6% |
| 1Y | +18.0% | +196.9% | -178.9% | +7.4% |
| All | +75.7% | -0.4% | +76.1% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling