-5.3%
FSLY vs CNI
+50.0%
-55.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +6.2% |
| 7D | +11.2% | +0.9% | +10.3% | +10.5% |
| 30D | -18.2% | -2.1% | -16.1% | -16.7% |
| 3M | +21.9% | +1.8% | +20.1% | +20.0% |
| 6M | +4.0% | +14.8% | -10.8% | -7.2% |
| YTD | +123.1% | +25.4% | +97.7% | +85.7% |
| 1Y | +196.9% | +32.9% | +163.9% | +135.2% |
| 3Y | -1.3% | +20.2% | -21.4% | -16.2% |
| 5Y | -50.2% | +12.2% | -62.4% | -54.8% |
| All | -5.3% | +50.0% | -55.4% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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