+44.0%
FSLY vs CDW
+23.0%
+20.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.9% |
| 7D | -17.9% | +2.6% | -20.5% | -18.0% |
| 30D | -34.7% | +20.4% | -55.1% | -35.3% |
| 3M | -40.0% | +28.5% | -68.5% | -40.5% |
| 6M | -11.8% | +70.6% | -82.5% | -4.4% |
| YTD | +69.5% | +29.1% | +40.5% | +71.7% |
| 1Y | +44.0% | +23.8% | +20.2% | +49.5% |
| All | +44.0% | +23.0% | +20.9% | +49.5% |
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