+231.7%
CTVA vs FSLY
-9.3%
+241.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.7% | -0.7% |
| 7D | +4.9% | -10.6% | +15.6% | +5.6% |
| 30D | +11.9% | -20.9% | +32.8% | +13.1% |
| 3M | +13.7% | +3.4% | +10.3% | +12.6% |
| 6M | +13.1% | +2.7% | +10.4% | +10.3% |
| YTD | +32.0% | +102.3% | -70.3% | +21.1% |
| 1Y | +22.1% | +182.1% | -160.0% | +8.2% |
| 3Y | +77.5% | -14.6% | +92.0% | +65.2% |
| 5Y | +106.3% | -55.9% | +162.2% | +94.5% |
| All | +231.7% | -9.3% | +241.0% | +125.9% |
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 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