+32.9%
FSLY vs CDW
+11.5%
+21.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.2% |
| 7D | -31.4% | +2.1% | -33.5% | -31.0% |
| 30D | -37.3% | +14.7% | -52.1% | -37.0% |
| 3M | -30.1% | +11.1% | -41.2% | -29.9% |
| 6M | -49.8% | +45.6% | -95.4% | -45.8% |
| YTD | +55.7% | +17.1% | +38.6% | +60.0% |
| All | +32.9% | +11.5% | +21.3% | +40.0% |
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