-4.3%
FSLY vs CDW
-21.8%
+17.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +3.9% | +3.4% |
| 7D | -31.4% | +2.1% | -33.5% | -31.4% |
| 30D | -37.3% | +14.7% | -52.1% | -39.6% |
| 3M | -30.1% | +11.1% | -41.2% | -32.1% |
| 6M | -49.8% | +45.6% | -95.4% | -55.6% |
| YTD | +55.7% | +17.1% | +38.6% | +44.5% |
| 1Y | +44.5% | +13.2% | +31.3% | +37.0% |
| 3Y | -4.3% | -22.2% | +17.8% | -11.2% |
| All | -4.3% | -21.8% | +17.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling