-10.4%
FSLY vs CP
+113.9%
-124.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.7% |
| 7D | +3.5% | +2.4% | +1.0% | +1.9% |
| 30D | -6.4% | -0.5% | -5.9% | -6.0% |
| 3M | +10.9% | +1.4% | +9.5% | +9.9% |
| 6M | +6.7% | +10.3% | -3.6% | +0.1% |
| YTD | +111.1% | +24.3% | +86.8% | +82.5% |
| 1Y | +185.8% | +20.4% | +165.3% | +151.3% |
| 3Y | -6.6% | +21.8% | -28.3% | -19.8% |
| 5Y | -52.4% | +31.5% | -83.9% | -60.9% |
| All | -10.4% | +113.9% | -124.3% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling