+137.2%
CVX vs FSLY
-4.2%
+141.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | +3.3% | -10.6% | +14.0% | +3.7% |
| 30D | +12.9% | -20.9% | +33.8% | +13.6% |
| 3M | +11.7% | +3.4% | +8.3% | +11.2% |
| 6M | +14.1% | +2.7% | +11.4% | +12.4% |
| YTD | +40.7% | +102.3% | -61.6% | +33.5% |
| 1Y | +37.5% | +182.1% | -144.6% | +27.6% |
| 3Y | +43.9% | -14.6% | +58.5% | +37.5% |
| 5Y | +161.5% | -55.9% | +217.4% | +150.1% |
| All | +137.2% | -4.2% | +141.4% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling