-14.2%
FSLY vs CG
+186.6%
-200.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.3% |
| 7D | -10.6% | -4.3% | -6.3% | -7.5% |
| 30D | -20.9% | -5.1% | -15.8% | -17.6% |
| 3M | +3.4% | +8.7% | -5.3% | -3.6% |
| 6M | +2.7% | -9.2% | +12.0% | +9.6% |
| YTD | +102.3% | -18.9% | +121.1% | +131.7% |
| 1Y | +182.1% | -25.6% | +207.7% | +241.1% |
| 3Y | -14.6% | +57.3% | -71.8% | -44.8% |
| 5Y | -55.9% | +10.2% | -66.1% | -62.6% |
| All | -14.2% | +186.6% | -200.7% | -62.3% |
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