-66.9%
FSLY vs CG
-16.5%
-50.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.1% | +2.8% |
| 7D | -22.9% | +2.0% | -24.9% | -23.3% |
| 30D | -44.6% | +8.5% | -53.1% | -48.1% |
| 3M | -41.5% | -12.1% | -29.3% | -34.9% |
| 6M | -20.8% | -16.4% | -4.4% | -9.7% |
| YTD | +59.5% | -28.0% | +87.5% | +104.3% |
| 1Y | +36.1% | -18.9% | +55.0% | +56.2% |
| 3Y | -1.0% | +51.2% | -52.2% | -44.9% |
| 5Y | -66.9% | -15.9% | -51.1% | -67.3% |
| All | -66.9% | -16.5% | -50.4% | -67.3% |
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 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