-10.4%
FSLY vs CDW
+51.5%
-61.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.2% | +9.6% | +7.2% |
| 7D | +3.5% | -3.9% | +7.3% | +5.5% |
| 30D | -6.4% | +6.9% | -13.3% | -9.9% |
| 3M | +10.9% | +7.7% | +3.2% | +4.9% |
| 6M | +6.7% | +18.3% | -11.6% | -7.0% |
| YTD | +111.1% | +7.8% | +103.3% | +88.7% |
| 1Y | +185.8% | -12.2% | +197.9% | +190.0% |
| 3Y | -6.6% | -28.9% | +22.4% | +8.0% |
| 5Y | -52.4% | -22.8% | -29.6% | -47.7% |
| All | -10.4% | +51.5% | -61.9% | -31.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling