+83.3%
CIFR vs FSLY
+205.2%
-121.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.7% | -14.4% | -9.1% |
| 7D | +11.3% | +11.2% | +0.2% | +10.5% |
| 30D | +3.5% | -18.2% | +21.7% | +4.8% |
| 3M | -26.6% | +21.9% | -48.5% | -28.2% |
| 6M | +18.1% | +4.0% | +14.1% | +17.7% |
| YTD | +14.5% | +123.1% | -108.6% | +11.3% |
| 1Y | +83.3% | +196.9% | -113.6% | +98.6% |
| All | +83.3% | +205.2% | -121.9% | +98.6% |
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 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