+415.8%
CVNA vs FSLY
+5.6%
+410.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -4.3% | +7.5% | -11.8% | -6.5% |
| 30D | -2.4% | -21.1% | +18.7% | +3.5% |
| 3M | +4.5% | +21.8% | -17.3% | -4.6% |
| 6M | +10.2% | -0.1% | +10.4% | -4.7% |
| YTD | -16.7% | +123.1% | -139.8% | -52.2% |
| 1Y | -3.8% | +208.6% | -212.3% | -54.1% |
| 3Y | +648.3% | -1.3% | +649.6% | +377.6% |
| 5Y | +6.6% | -48.4% | +54.9% | -27.6% |
| All | +415.8% | +5.6% | +410.2% | +146.0% |
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