-52.4%
FSLY vs CG
+9.5%
-61.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.5% | +6.2% |
| 7D | +3.5% | -1.3% | +4.7% | +4.5% |
| 30D | -6.4% | -3.2% | -3.2% | -3.9% |
| 3M | +10.9% | +6.2% | +4.7% | +4.1% |
| 6M | +6.7% | -4.7% | +11.4% | +10.1% |
| YTD | +111.1% | -20.6% | +131.7% | +149.8% |
| 1Y | +185.8% | -26.4% | +212.1% | +256.2% |
| 3Y | -6.6% | +55.4% | -61.9% | -48.0% |
| 5Y | -52.4% | +9.8% | -62.2% | -62.5% |
| All | -52.4% | +9.5% | -61.9% | -62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling