+127.4%
CVS vs FSLY
+5.6%
+121.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | +7.5% | -9.5% | -2.1% |
| 30D | +1.9% | -21.1% | +23.0% | +2.4% |
| 3M | -2.2% | +21.8% | -24.0% | -2.9% |
| 6M | +26.7% | -0.1% | +26.9% | +25.4% |
| YTD | +22.9% | +123.1% | -100.2% | +17.6% |
| 1Y | +32.9% | +208.6% | -175.6% | +25.3% |
| 3Y | +62.3% | -1.3% | +63.5% | +56.0% |
| 5Y | +34.2% | -48.4% | +82.6% | +29.0% |
| All | +127.4% | +5.6% | +121.8% | +76.1% |
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