+216.0%
FSLY vs CAI
-8.1%
+224.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.2% |
| 7D | +3.5% | +0.2% | +3.3% | +3.5% |
| 30D | -6.4% | +9.1% | -15.5% | -4.9% |
| 3M | +10.9% | +53.8% | -42.9% | +19.8% |
| 6M | +6.7% | +33.5% | -26.8% | +13.7% |
| YTD | +111.1% | -8.0% | +119.1% | +106.8% |
| 1Y | +185.8% | -28.7% | +214.5% | +175.1% |
| All | +216.0% | -8.1% | +224.1% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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