-52.4%
FSLY vs CRL
-37.4%
-15.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +5.8% |
| 7D | +3.5% | -0.6% | +4.0% | +3.6% |
| 30D | -6.4% | +5.0% | -11.4% | -8.9% |
| 3M | +10.9% | +50.6% | -39.7% | -12.6% |
| 6M | +6.7% | +60.9% | -54.2% | -20.1% |
| YTD | +111.1% | +40.7% | +70.4% | +67.8% |
| 1Y | +185.8% | +73.3% | +112.5% | +98.4% |
| 3Y | -6.6% | +40.6% | -47.1% | -31.6% |
| 5Y | -52.4% | -37.0% | -15.4% | -50.6% |
| All | -52.4% | -37.4% | -15.0% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling