-5.3%
FSLY vs CRL
+112.9%
-118.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.2% |
| 7D | +11.2% | -4.6% | +15.8% | +14.4% |
| 30D | -18.2% | +0.5% | -18.6% | -18.8% |
| 3M | +21.9% | +46.6% | -24.7% | -6.3% |
| 6M | +4.0% | +57.3% | -53.2% | -25.0% |
| YTD | +123.1% | +39.5% | +83.5% | +70.3% |
| 1Y | +196.9% | +76.9% | +120.0% | +90.2% |
| 3Y | -1.3% | +39.4% | -40.6% | -32.3% |
| 5Y | -50.2% | -37.2% | -13.1% | -35.8% |
| All | -5.3% | +112.9% | -118.2% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CRL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling