-33.4%
FSLY vs CP
+121.2%
-154.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.4% |
| 7D | -22.4% | +2.8% | -25.2% | -23.7% |
| 30D | -45.5% | +11.3% | -56.8% | -49.2% |
| 3M | -30.4% | +2.9% | -33.3% | -31.8% |
| 6M | -22.1% | +9.8% | -31.8% | -26.9% |
| YTD | +57.0% | +28.5% | +28.4% | +32.3% |
| 1Y | +38.2% | +33.5% | +4.7% | +13.7% |
| 3Y | -2.5% | +31.9% | -34.4% | -20.9% |
| 5Y | -68.8% | +25.5% | -94.3% | -73.9% |
| All | -33.4% | +121.2% | -154.6% | -62.8% |
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