-28.3%
FSLY vs CLBK
+58.3%
-86.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | +11.8% | +2.5% | +9.3% | +10.7% |
| 30D | -36.5% | +3.7% | -40.2% | -37.4% |
| 3M | -39.7% | -3.3% | -36.5% | -39.1% |
| 6M | -9.7% | +29.6% | -39.3% | -19.4% |
| YTD | +68.9% | +60.3% | +8.6% | +38.1% |
| 1Y | +44.5% | +63.4% | -19.0% | +17.3% |
| 3Y | +4.8% | +53.8% | -49.0% | -14.4% |
| 5Y | -66.0% | +29.0% | -95.0% | -71.1% |
| All | -28.3% | +58.3% | -86.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling