+287.1%
CVE vs FSLY
-20.0%
+307.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +4.6% | +11.8% | -7.1% | +3.9% |
| 30D | -12.0% | -36.5% | +24.5% | -9.7% |
| 3M | -3.8% | -39.7% | +36.0% | -1.6% |
| 6M | -2.7% | -9.7% | +6.9% | -3.7% |
| YTD | +73.6% | +68.9% | +4.7% | +58.8% |
| 1Y | +62.0% | +44.5% | +17.6% | +49.9% |
| 3Y | +72.7% | +4.8% | +67.9% | +55.0% |
| 5Y | +153.9% | -66.0% | +220.0% | +136.7% |
| All | +287.1% | -20.0% | +307.1% | +184.2% |
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