+131.2%
CTVA vs FSLY
-24.3%
+155.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.4% | -23.9% | -24.3% |
| 7D | -23.7% | +11.8% | -35.4% | -24.1% |
| 30D | -31.2% | -36.5% | +5.3% | -29.8% |
| 3M | -18.7% | -39.7% | +21.0% | -17.3% |
| 6M | -25.5% | -9.7% | -15.8% | -26.5% |
| YTD | -8.0% | +68.9% | -76.9% | -15.6% |
| 1Y | -7.0% | +44.5% | -51.5% | -13.7% |
| 3Y | +45.2% | +4.8% | +40.4% | +31.6% |
| 5Y | +32.3% | -66.0% | +98.3% | +26.0% |
| All | +131.2% | -24.3% | +155.5% | +57.5% |
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