+185.8%
FSLY vs CDW
-13.2%
+199.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -5.2% | +9.6% | +4.2% |
| 7D | +3.5% | -3.9% | +7.3% | +3.3% |
| 30D | -6.4% | +6.9% | -13.3% | -6.1% |
| 3M | +10.9% | +7.7% | +3.2% | +11.4% |
| 6M | +6.7% | +18.3% | -11.6% | +14.9% |
| YTD | +111.1% | +7.8% | +103.3% | +116.4% |
| 1Y | +185.8% | -12.2% | +197.9% | +190.3% |
| All | +185.8% | -13.2% | +199.0% | +190.3% |
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