-10.4%
FSLY vs CPAY
+51.7%
-62.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.6% |
| 7D | +3.5% | +0.6% | +2.9% | +3.0% |
| 30D | -6.4% | +3.6% | -10.0% | -8.1% |
| 3M | +10.9% | +16.6% | -5.7% | +1.1% |
| 6M | +6.7% | +29.5% | -22.8% | -9.1% |
| YTD | +111.1% | +35.3% | +75.8% | +68.3% |
| 1Y | +185.8% | +30.6% | +155.1% | +132.4% |
| 3Y | -6.6% | +49.7% | -56.3% | -31.5% |
| 5Y | -52.4% | +54.4% | -106.8% | -66.1% |
| All | -10.4% | +51.7% | -62.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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