-49.8%
FSLY vs CP
+9.7%
-59.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.8% |
| 7D | -31.4% | +2.8% | -34.2% | -32.1% |
| 30D | -37.3% | +10.2% | -47.5% | -41.0% |
| 3M | -30.1% | +2.4% | -32.5% | -29.2% |
| 6M | -49.8% | +7.7% | -57.5% | -52.8% |
| All | -49.8% | +9.7% | -59.5% | -52.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling