+2.7%
FSLY vs CRL
+63.9%
-61.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -1.8% |
| 7D | -10.6% | -1.0% | -9.6% | -10.2% |
| 30D | -20.9% | +10.7% | -31.6% | -24.1% |
| 3M | +3.4% | +55.3% | -51.9% | -15.0% |
| 6M | +2.7% | +60.7% | -57.9% | -17.0% |
| All | +2.7% | +63.9% | -61.1% | -17.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling