+185.8%
FSLY vs CAPR
+35.6%
+150.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.6% | +8.0% | +4.4% |
| 7D | +3.5% | -9.5% | +13.0% | +3.4% |
| 30D | -6.4% | +121.5% | -127.9% | -6.2% |
| 3M | +10.9% | -65.4% | +76.3% | +11.3% |
| 6M | +6.7% | -67.5% | +74.2% | +7.1% |
| YTD | +111.1% | -68.6% | +179.7% | +112.0% |
| 1Y | +185.8% | +42.7% | +143.1% | +203.1% |
| All | +185.8% | +35.6% | +150.1% | +203.1% |
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