-4.3%
FSLY vs CASY
+154.1%
-158.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.3% | +3.1% |
| 7D | -31.4% | +1.1% | -32.5% | -31.7% |
| 30D | -37.3% | +8.7% | -46.0% | -38.9% |
| 3M | -30.1% | -17.3% | -12.8% | -26.7% |
| 6M | -49.8% | -19.7% | -30.1% | -46.8% |
| YTD | +55.7% | +24.8% | +30.9% | +44.1% |
| 1Y | +44.5% | +31.9% | +12.6% | +31.7% |
| 3Y | -4.3% | +155.4% | -159.7% | -29.3% |
| All | -4.3% | +154.1% | -158.4% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling