+196.9%
FSLY vs CG
-29.3%
+226.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.0% | +9.7% | +7.9% |
| 7D | +11.2% | -6.4% | +17.6% | +15.1% |
| 30D | -18.2% | -7.1% | -11.1% | -14.8% |
| 3M | +21.9% | -1.6% | +23.5% | +23.0% |
| 6M | +4.0% | -8.3% | +12.4% | +11.3% |
| YTD | +123.1% | -23.8% | +146.9% | +156.0% |
| 1Y | +196.9% | -28.7% | +225.6% | +249.2% |
| All | +196.9% | -29.3% | +226.2% | +249.2% |
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