+141.9%
CVX vs FSLY
+5.6%
+136.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.7% | +7.5% | -6.8% | +0.4% |
| 30D | +9.1% | -21.1% | +30.2% | +10.0% |
| 3M | +13.1% | +21.8% | -8.7% | +11.8% |
| 6M | +16.3% | -0.1% | +16.4% | +14.7% |
| YTD | +43.5% | +123.1% | -79.6% | +35.6% |
| 1Y | +40.2% | +208.6% | -168.4% | +29.6% |
| 3Y | +44.2% | -1.3% | +45.5% | +37.0% |
| 5Y | +170.6% | -48.4% | +219.0% | +157.0% |
| All | +141.9% | +5.6% | +136.3% | +78.9% |
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 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