+269.9%
CVE vs FSLY
-28.5%
+298.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -26.9% | +24.1% | -0.9% |
| 7D | -14.1% | -40.0% | +25.9% | -11.4% |
| 30D | -11.6% | -39.7% | +28.1% | -9.1% |
| 3M | 0.0% | -40.9% | +41.0% | +2.3% |
| 6M | -8.4% | -52.5% | +44.1% | -5.8% |
| YTD | +65.9% | +51.1% | +14.8% | +52.9% |
| 1Y | +69.4% | +90.6% | -21.2% | +52.1% |
| 3Y | +55.9% | -12.4% | +68.3% | +41.7% |
| 5Y | +146.2% | -69.1% | +215.3% | +130.8% |
| All | +269.9% | -28.5% | +298.4% | +173.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling