+52.1%
CIFR vs FSLY
-54.2%
+106.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.4% | 0.0% | +3.0% |
| 7D | +26.7% | +3.5% | +23.2% | +25.5% |
| 30D | +7.7% | -6.4% | +14.1% | +8.0% |
| 3M | -23.8% | +10.9% | -34.7% | -28.8% |
| 6M | +35.9% | +6.7% | +29.2% | +17.9% |
| YTD | +25.4% | +111.1% | -85.7% | -22.8% |
| 1Y | +139.8% | +185.8% | -46.0% | +21.5% |
| 3Y | +515.0% | -6.6% | +521.5% | +336.4% |
| 5Y | +52.1% | -52.4% | +104.5% | -1.1% |
| All | +52.1% | -54.2% | +106.3% | -1.1% |
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