+73.2%
CVE vs FSLY
+2.5%
+70.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.8% |
| 7D | +5.9% | +4.9% | +1.1% | +5.7% |
| 30D | -10.9% | -33.5% | +22.7% | -9.4% |
| 3M | -4.5% | -44.6% | +40.1% | -2.6% |
| 6M | -1.0% | -9.2% | +8.3% | -1.7% |
| YTD | +74.7% | +63.3% | +11.5% | +64.8% |
| 1Y | +65.8% | +45.3% | +20.5% | +57.7% |
| 3Y | +73.2% | +3.7% | +69.4% | +39.5% |
| All | +73.2% | +2.5% | +70.7% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling