+29.1%
CAVA vs FSLY
+28.2%
+0.9%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.7% | -11.7% | -6.5% |
| 7D | -8.5% | +11.2% | -19.7% | -9.4% |
| 30D | -8.2% | -18.2% | +9.9% | -7.0% |
| 3M | -25.9% | +21.9% | -47.8% | -27.5% |
| 6M | -30.9% | +4.0% | -35.0% | -33.1% |
| YTD | -3.7% | +123.1% | -126.8% | -15.3% |
| 1Y | -13.4% | +196.9% | -210.3% | -28.8% |
| 3Y | +44.2% | -1.3% | +45.5% | +28.1% |
| All | +29.1% | +28.2% | +0.9% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling