+267.8%
CVE vs FSLY
-26.3%
+294.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.6% | -0.8% |
| 7D | -16.1% | -31.4% | +15.3% | -14.2% |
| 30D | -10.4% | -37.3% | +26.9% | -8.1% |
| 3M | -2.4% | -30.1% | +27.7% | -1.2% |
| 6M | -4.4% | -49.8% | +45.4% | -2.1% |
| YTD | +64.9% | +55.7% | +9.2% | +51.7% |
| 1Y | +66.0% | +44.5% | +21.5% | +53.4% |
| 3Y | +57.7% | -4.3% | +62.0% | +42.3% |
| 5Y | +144.7% | -68.2% | +212.9% | +129.0% |
| All | +267.8% | -26.3% | +294.1% | +171.5% |
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 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