-4.3%
FSLY vs CPB
-35.2%
+30.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.3% | +2.8% |
| 7D | -31.4% | +8.0% | -39.4% | -30.4% |
| 30D | -37.3% | +22.4% | -59.7% | -35.0% |
| 3M | -30.1% | +3.8% | -34.0% | -29.0% |
| 6M | -49.8% | +13.7% | -63.4% | -48.3% |
| YTD | +55.7% | -11.7% | +67.4% | +56.8% |
| 1Y | +44.5% | -18.1% | +62.6% | +45.3% |
| 3Y | -4.3% | -34.7% | +30.4% | +0.4% |
| All | -4.3% | -35.2% | +30.8% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling