+331.7%
CVE vs FSLY
-4.2%
+335.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | +2.5% | -10.6% | +13.1% | +3.2% |
| 30D | +16.7% | -20.9% | +37.6% | +18.2% |
| 3M | +9.3% | +3.4% | +5.9% | +8.4% |
| 6M | +43.6% | +2.7% | +40.9% | +39.9% |
| YTD | +93.6% | +102.3% | -8.7% | +76.6% |
| 1Y | +98.8% | +182.1% | -83.3% | +74.8% |
| 3Y | +73.6% | -14.6% | +88.2% | +59.8% |
| 5Y | +312.5% | -55.9% | +368.4% | +279.7% |
| All | +331.7% | -4.2% | +335.9% | +216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling