+44.0%
FSLY vs CG
-19.9%
+63.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +7.1% |
| 7D | -17.9% | -3.8% | -14.1% | -15.2% |
| 30D | -34.7% | +7.5% | -42.2% | -36.6% |
| 3M | -40.0% | -14.4% | -25.7% | -34.0% |
| 6M | -11.8% | -15.7% | +3.8% | -1.1% |
| YTD | +69.5% | -29.0% | +98.5% | +100.8% |
| 1Y | +44.0% | -22.1% | +66.1% | +66.0% |
| All | +44.0% | -19.9% | +63.9% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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