-3.2%
FSLY vs CBOE
+96.4%
-99.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.6% |
| 7D | +11.2% | -0.8% | +11.9% | +11.0% |
| 30D | -18.2% | +2.7% | -20.8% | -17.7% |
| 3M | +21.9% | +0.7% | +21.2% | +22.4% |
| 6M | +4.0% | -2.0% | +6.0% | +5.5% |
| YTD | +123.1% | +17.1% | +105.9% | +136.1% |
| 1Y | +196.9% | +26.5% | +170.4% | +221.9% |
| All | -3.2% | +96.4% | -99.6% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling