-1.0%
FSLY vs CRL
+102.9%
-103.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.8% | +2.5% |
| 7D | -22.9% | -1.7% | -21.2% | -22.2% |
| 30D | -44.6% | +14.6% | -59.2% | -47.2% |
| 3M | -41.5% | +24.8% | -66.3% | -46.6% |
| 6M | -20.8% | +94.7% | -115.5% | -40.7% |
| YTD | +59.5% | +73.4% | -13.8% | +24.3% |
| 1Y | +36.1% | +104.7% | -68.5% | -2.4% |
| 3Y | -1.0% | +101.1% | -102.0% | -38.2% |
| All | -1.0% | +102.9% | -103.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling