+182.1%
FSLY vs CDW
-5.0%
+187.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.5% |
| 7D | -10.6% | +3.2% | -13.8% | -10.5% |
| 30D | -20.9% | +9.3% | -30.2% | -20.7% |
| 3M | +3.4% | +9.8% | -6.4% | +3.3% |
| 6M | +2.7% | +23.3% | -20.6% | +9.6% |
| YTD | +102.3% | +13.7% | +88.6% | +107.8% |
| 1Y | +182.1% | -6.5% | +188.5% | +188.8% |
| All | +182.1% | -5.0% | +187.1% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling