-26.2%
CTVA vs FSLY
-10.9%
-15.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.4% | -23.9% | -24.3% |
| 7D | -23.7% | +11.8% | -35.4% | -23.1% |
| 30D | -31.2% | -36.5% | +5.3% | -33.0% |
| 3M | -18.7% | -39.7% | +21.0% | -20.2% |
| All | -26.2% | -10.9% | -15.3% | -25.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling