-10.5%
FSLY vs CG
+60.3%
-70.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.4% |
| 7D | -10.6% | -4.3% | -6.3% | -7.8% |
| 30D | -20.9% | -5.1% | -15.8% | -17.9% |
| 3M | +3.4% | +8.7% | -5.3% | -2.9% |
| 6M | +2.7% | -9.2% | +12.0% | +9.7% |
| YTD | +102.3% | -18.9% | +121.1% | +130.3% |
| 1Y | +182.1% | -25.6% | +207.7% | +238.8% |
| All | -10.5% | +60.3% | -70.7% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling