+79.2%
CIFR vs FSLY
-75.4%
+154.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.8% |
| 7D | +16.9% | -10.6% | +27.6% | +20.7% |
| 30D | -5.2% | -20.9% | +15.7% | -0.5% |
| 3M | -30.6% | +3.4% | -34.0% | -33.2% |
| 6M | +10.6% | +2.7% | +7.9% | -1.4% |
| YTD | +20.2% | +102.3% | -82.1% | -21.0% |
| 1Y | +139.7% | +182.1% | -42.3% | +31.8% |
| 3Y | +489.4% | -14.6% | +503.9% | +345.2% |
| 5Y | +54.4% | -55.9% | +110.3% | -1.4% |
| All | +79.2% | -75.4% | +154.6% | +17.5% |
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