+164.3%
FSLY vs CASY
+32.1%
+132.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -22.2% | +0.8% | -23.0% | -22.3% |
| 30D | -19.1% | +9.4% | -28.5% | -21.4% |
| 3M | -15.7% | -20.6% | +4.9% | -9.1% |
| 6M | -23.5% | -20.7% | -2.8% | -13.3% |
| YTD | +106.6% | +22.5% | +84.1% | +89.7% |
| 1Y | +164.3% | +29.5% | +134.8% | +145.6% |
| All | +164.3% | +32.1% | +132.1% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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