-28.1%
FSLY vs CG
+150.9%
-178.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.4% | +7.7% | +7.3% |
| 7D | -17.9% | -3.8% | -14.1% | -14.7% |
| 30D | -34.7% | +7.5% | -42.2% | -38.0% |
| 3M | -40.0% | -14.4% | -25.7% | -32.9% |
| 6M | -11.8% | -15.7% | +3.8% | -1.6% |
| YTD | +69.5% | -29.0% | +98.5% | +113.6% |
| 1Y | +44.0% | -22.1% | +66.1% | +68.5% |
| 3Y | +5.2% | +49.1% | -43.9% | -30.0% |
| 5Y | -65.6% | -18.4% | -47.2% | -64.8% |
| All | -28.1% | +150.9% | -178.9% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling