+3.7%
FSLY vs CLBK
+54.0%
-50.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.1% |
| 7D | +4.9% | +0.9% | +4.0% | +4.4% |
| 30D | -33.5% | +3.4% | -36.9% | -34.5% |
| 3M | -44.6% | -4.3% | -40.4% | -43.6% |
| 6M | -9.2% | +28.4% | -37.6% | -20.5% |
| YTD | +63.3% | +59.4% | +3.9% | +28.5% |
| 1Y | +45.3% | +64.8% | -19.5% | +12.6% |
| 3Y | +3.7% | +50.6% | -46.8% | -18.7% |
| All | +3.7% | +54.0% | -50.2% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling