+27.6%
CAVA vs FSLY
+30.7%
-3.1%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.3% |
| 7D | -8.0% | +12.5% | -20.5% | -8.9% |
| 30D | -19.6% | -18.8% | -0.7% | -18.4% |
| 3M | -36.7% | +22.7% | -59.3% | -38.1% |
| 6M | -30.6% | -3.7% | -26.9% | -32.2% |
| YTD | -4.8% | +127.5% | -132.3% | -16.3% |
| 1Y | -13.1% | +193.5% | -206.7% | -28.2% |
| 3Y | +48.8% | -1.3% | +50.1% | +32.5% |
| All | +27.6% | +30.7% | -3.1% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling