+150.1%
CVX vs FSLY
-22.7%
+172.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +5.0% | +1.8% |
| 7D | +3.4% | +4.9% | -1.4% | +3.2% |
| 30D | -1.0% | -33.5% | +32.6% | +0.2% |
| 3M | +12.2% | -44.6% | +56.8% | +13.9% |
| 6M | +20.3% | -9.2% | +29.6% | +19.6% |
| YTD | +48.3% | +63.3% | -15.0% | +41.0% |
| 1Y | +46.9% | +45.3% | +1.6% | +40.4% |
| 3Y | +73.1% | +3.7% | +69.4% | +62.7% |
| 5Y | +135.2% | -67.2% | +202.4% | +127.1% |
| All | +150.1% | -22.7% | +172.8% | +86.1% |
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