-10.4%
FSLY vs CPB
-26.8%
+16.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +4.3% |
| 7D | +3.5% | -8.2% | +11.7% | +3.7% |
| 30D | -6.4% | -5.6% | -0.8% | -6.3% |
| 3M | +10.9% | +3.0% | +7.9% | +10.5% |
| 6M | +6.7% | -12.7% | +19.4% | +7.2% |
| YTD | +111.1% | -18.0% | +129.1% | +112.8% |
| 1Y | +185.8% | -31.7% | +217.5% | +193.0% |
| 3Y | -6.6% | -41.0% | +34.4% | -3.9% |
| 5Y | -52.4% | -38.4% | -14.0% | -53.3% |
| All | -10.4% | -26.8% | +16.4% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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