-30.7%
FSLY vs CBOE
+296.3%
-327.0%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -3.7% |
| 7D | +4.9% | +6.3% | -1.4% | +3.6% |
| 30D | -33.5% | +24.9% | -58.5% | -37.1% |
| 3M | -44.6% | +28.5% | -73.1% | -48.0% |
| 6M | -9.2% | +2.9% | -12.1% | -10.4% |
| YTD | +63.3% | +50.7% | +12.6% | +45.1% |
| 1Y | +45.3% | +45.5% | -0.2% | +30.3% |
| 3Y | +3.7% | +116.3% | -112.6% | -20.8% |
| 5Y | -67.2% | +204.3% | -271.5% | -78.6% |
| All | -30.7% | +296.3% | -327.0% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling