-5.3%
FSLY vs CBOE
+208.1%
-213.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.8% |
| 7D | +11.2% | -0.8% | +11.9% | +11.3% |
| 30D | -18.2% | +2.7% | -20.8% | -18.7% |
| 3M | +21.9% | +0.7% | +21.2% | +21.1% |
| 6M | +4.0% | -2.0% | +6.0% | +3.5% |
| YTD | +123.1% | +17.1% | +105.9% | +110.9% |
| 1Y | +196.9% | +26.5% | +170.4% | +174.8% |
| 3Y | -1.3% | +96.1% | -97.4% | -25.1% |
| 5Y | -50.2% | +149.3% | -199.5% | -66.1% |
| All | -5.3% | +208.1% | -213.4% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling