+172.2%
CVX vs FSLY
-49.3%
+221.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.7% | -3.8% | +1.8% |
| 7D | +1.0% | +11.2% | -10.2% | +0.7% |
| 30D | +10.7% | -18.2% | +28.8% | +11.1% |
| 3M | +15.5% | +21.9% | -6.4% | +14.6% |
| 6M | +14.9% | +4.0% | +10.9% | +13.6% |
| YTD | +44.2% | +123.1% | -78.9% | +38.6% |
| 1Y | +43.5% | +196.9% | -153.3% | +35.6% |
| 3Y | +45.0% | -1.3% | +46.2% | +38.8% |
| 5Y | +172.2% | -50.2% | +222.4% | +156.9% |
| All | +172.2% | -49.3% | +221.5% | +156.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling