-50.2%
FSLY vs CLBK
+41.8%
-92.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +7.0% | +6.2% |
| 7D | +11.2% | -1.5% | +12.6% | +11.8% |
| 30D | -18.2% | +6.7% | -24.8% | -20.5% |
| 3M | +21.9% | +21.2% | +0.7% | +11.5% |
| 6M | +4.0% | +42.0% | -37.9% | -11.3% |
| YTD | +123.1% | +63.3% | +59.8% | +78.7% |
| 1Y | +196.9% | +65.4% | +131.5% | +135.8% |
| 3Y | -1.3% | +52.5% | -53.7% | -20.0% |
| 5Y | -50.2% | +42.0% | -92.2% | -61.1% |
| All | -50.2% | +41.8% | -92.0% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling