+447.4%
CVNA vs FSLY
-4.2%
+451.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.3% |
| 7D | +0.7% | -10.6% | +11.4% | +4.1% |
| 30D | +7.4% | -20.9% | +28.3% | +12.9% |
| 3M | +12.7% | +3.4% | +9.3% | +8.0% |
| 6M | +17.9% | +2.7% | +15.2% | +0.6% |
| YTD | -11.6% | +102.3% | -113.9% | -47.7% |
| 1Y | +0.8% | +182.1% | -181.3% | -50.6% |
| 3Y | +633.4% | -14.6% | +648.0% | +393.7% |
| 5Y | +13.5% | -55.9% | +69.4% | -19.5% |
| All | +447.4% | -4.2% | +451.6% | +169.3% |
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