-11.9%
FSLY vs CDW
-25.0%
+13.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -10.6% | +3.2% | -13.8% | -11.6% |
| 30D | -20.9% | +9.3% | -30.2% | -23.4% |
| 3M | +3.4% | +9.8% | -6.4% | -0.7% |
| 6M | +2.7% | +23.3% | -20.6% | -6.6% |
| YTD | +102.3% | +13.7% | +88.6% | +86.3% |
| 1Y | +182.1% | -6.5% | +188.5% | +196.4% |
| All | -11.9% | -25.0% | +13.1% | -20.1% |
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