+164.3%
FSLY vs CP
+35.2%
+129.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.4% |
| 7D | -22.2% | +5.6% | -27.7% | -22.5% |
| 30D | -19.1% | +10.0% | -29.2% | -20.1% |
| 3M | -15.7% | +4.4% | -20.1% | -15.2% |
| 6M | -23.5% | +14.1% | -37.5% | -22.7% |
| YTD | +106.6% | +29.1% | +77.6% | +119.1% |
| 1Y | +164.3% | +34.6% | +129.7% | +195.7% |
| All | +164.3% | +35.2% | +129.0% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling