-2.4%
CVNA vs FSLY
+210.9%
-213.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.6% |
| 7D | -7.3% | +12.5% | -19.8% | -7.2% |
| 30D | -4.6% | -18.8% | +14.2% | -4.5% |
| 3M | +2.0% | +22.7% | -20.7% | +2.4% |
| 6M | +11.7% | -3.7% | +15.4% | +11.9% |
| YTD | -18.1% | +127.5% | -145.6% | -16.0% |
| 1Y | -2.4% | +193.5% | -195.9% | +1.7% |
| All | -2.4% | +210.9% | -213.3% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling