-14.2%
FSLY vs CP
+115.0%
-129.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.7% |
| 7D | -10.6% | -2.7% | -8.0% | -9.0% |
| 30D | -20.9% | +0.2% | -21.1% | -20.8% |
| 3M | +3.4% | +2.6% | +0.8% | +1.8% |
| 6M | +2.7% | +6.0% | -3.2% | -1.2% |
| YTD | +102.3% | +24.9% | +77.3% | +74.3% |
| 1Y | +182.1% | +20.1% | +161.9% | +148.6% |
| 3Y | -14.6% | +16.4% | -31.0% | -24.5% |
| 5Y | -55.9% | +31.7% | -87.6% | -63.9% |
| All | -14.2% | +115.0% | -129.2% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling