+33.9%
FSLY vs CP
+33.1%
+0.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.3% |
| 7D | -22.4% | +2.8% | -25.2% | -22.8% |
| 30D | -45.5% | +11.3% | -56.8% | -47.1% |
| 3M | -30.4% | +2.9% | -33.3% | -30.2% |
| 6M | -22.1% | +9.8% | -31.8% | -23.0% |
| YTD | +57.0% | +28.5% | +28.4% | +54.1% |
| All | +33.9% | +33.1% | +0.8% | +24.8% |
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 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