-3.5%
FSLY vs CBOE
+196.6%
-200.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.5% |
| 7D | +12.5% | -5.8% | +18.3% | +14.0% |
| 30D | -18.8% | -3.1% | -15.7% | -18.3% |
| 3M | +22.7% | -4.8% | +27.4% | +23.5% |
| 6M | -3.7% | -0.6% | -3.1% | -4.7% |
| YTD | +127.5% | +12.8% | +114.7% | +116.9% |
| 1Y | +193.5% | +19.8% | +173.8% | +175.2% |
| 3Y | -1.3% | +86.9% | -88.3% | -24.2% |
| 5Y | -47.3% | +136.5% | -183.9% | -63.7% |
| All | -3.5% | +196.6% | -200.1% | -28.8% |
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