+146.9%
CIFR vs FSLY
+6.5%
+140.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +6.3% | +2.6% | +7.6% |
| 7D | +9.4% | -17.9% | +27.3% | +13.8% |
| 30D | -45.3% | -34.7% | -10.6% | -40.4% |
| 3M | -58.7% | -40.0% | -18.7% | -55.0% |
| 6M | -64.9% | -11.8% | -53.1% | -65.1% |
| YTD | -51.8% | +69.5% | -121.4% | -62.2% |
| 1Y | -61.9% | +44.0% | -105.9% | -68.7% |
| All | +146.9% | +6.5% | +140.4% | +78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling