+73.2%
CVE vs FSLY
+161.0%
-87.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.5% | -7.6% |
| 7D | -12.1% | -22.2% | +10.1% | -11.9% |
| 30D | -9.8% | -19.1% | +9.3% | -9.7% |
| 3M | -0.7% | -15.7% | +15.0% | -0.8% |
| 6M | -4.3% | -23.5% | +19.2% | -4.4% |
| YTD | +70.6% | +106.6% | -36.0% | +74.9% |
| 1Y | +73.2% | +164.3% | -91.1% | +75.6% |
| All | +73.2% | +161.0% | -87.8% | +75.6% |
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