-7.9%
CAVA vs FSLY
+181.7%
-189.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.5% |
| 7D | -9.2% | -10.6% | +1.4% | -9.4% |
| 30D | -8.2% | -20.9% | +12.7% | -8.4% |
| 3M | -15.3% | +3.4% | -18.7% | -14.9% |
| 6M | -23.6% | +2.7% | -26.3% | -21.3% |
| YTD | +3.5% | +102.3% | -98.7% | +13.2% |
| 1Y | -7.9% | +182.1% | -189.9% | +6.3% |
| All | -7.9% | +181.7% | -189.6% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 1y: compounded portfolio wealth divided by compounded FSLY 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…
1y analysis · Full analysis span regression · 6 months rolling