-5.3%
FSLY vs CLBK
+62.1%
-67.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +7.5% | -1.4% | +8.9% | +8.1% |
| 30D | -21.1% | +4.5% | -25.6% | -22.5% |
| 3M | +21.8% | +22.8% | -1.0% | +11.5% |
| 6M | -0.1% | +43.4% | -43.6% | -14.1% |
| YTD | +123.1% | +64.1% | +59.0% | +81.3% |
| 1Y | +208.6% | +67.6% | +141.0% | +148.1% |
| 3Y | -1.3% | +53.3% | -54.5% | -19.0% |
| 5Y | -48.4% | +44.8% | -93.2% | -57.7% |
| All | -5.3% | +62.1% | -67.5% | -26.5% |
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