+164.3%
FSLY vs CAPR
+47.4%
+116.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.3% | -8.4% | -0.1% |
| 7D | -22.2% | +43.2% | -65.4% | -22.0% |
| 30D | -19.1% | +14.7% | -33.8% | -19.0% |
| 3M | -15.7% | +113.9% | -129.6% | -15.4% |
| 6M | -23.5% | -73.4% | +49.9% | -23.2% |
| YTD | +106.6% | -69.1% | +175.7% | +107.7% |
| 1Y | +164.3% | +47.2% | +117.1% | +171.1% |
| All | +164.3% | +47.4% | +116.8% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling