+67.9%
CVX vs FSLY
+6.5%
+61.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.3% | -5.3% | +0.9% |
| 7D | -1.7% | -17.9% | +16.3% | -1.4% |
| 30D | -0.8% | -34.7% | +33.9% | -0.3% |
| 3M | +9.4% | -40.0% | +49.4% | +10.0% |
| 6M | +17.5% | -11.8% | +29.4% | +17.2% |
| YTD | +43.8% | +69.5% | -25.7% | +40.4% |
| 1Y | +41.9% | +44.0% | -2.1% | +39.4% |
| All | +67.9% | +6.5% | +61.4% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling