+269.7%
CVE vs FSLY
-25.7%
+295.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -10.1% | -22.4% | +12.4% | -8.8% |
| 30D | -12.1% | -45.5% | +33.4% | -9.0% |
| 3M | -1.9% | -30.4% | +28.5% | -0.7% |
| 6M | -1.8% | -22.1% | +20.2% | -1.8% |
| YTD | +65.8% | +57.0% | +8.8% | +52.4% |
| 1Y | +60.8% | +38.2% | +22.6% | +49.2% |
| 3Y | +70.1% | -2.5% | +72.6% | +53.4% |
| 5Y | +134.8% | -68.8% | +203.6% | +120.2% |
| All | +269.7% | -25.7% | +295.4% | +172.8% |
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