+448.4%
CVNA vs FSLY
0.0%
+448.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.2% |
| 7D | +3.5% | +3.5% | +0.1% | +2.3% |
| 30D | +5.5% | -6.4% | +11.9% | +5.6% |
| 3M | +7.6% | +10.9% | -3.3% | +1.1% |
| 6M | +17.6% | +6.7% | +10.9% | -0.9% |
| YTD | -11.5% | +111.1% | -122.6% | -48.3% |
| 1Y | +0.4% | +185.8% | -185.4% | -50.9% |
| 3Y | +695.6% | -6.6% | +702.1% | +416.9% |
| 5Y | +13.6% | -52.4% | +66.0% | -21.0% |
| All | +448.4% | 0.0% | +448.4% | +166.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling