+532.7%
CAH vs FSLY
+7.7%
+524.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.7% |
| 7D | -5.1% | +12.5% | -17.6% | -5.5% |
| 30D | +0.2% | -18.8% | +19.0% | +0.7% |
| 3M | +6.3% | +22.7% | -16.4% | +5.3% |
| 6M | +9.4% | -3.7% | +13.1% | +8.4% |
| YTD | +15.0% | +127.5% | -112.5% | +9.8% |
| 1Y | +55.4% | +193.5% | -138.1% | +46.2% |
| 3Y | +173.8% | -1.3% | +175.1% | +164.7% |
| 5Y | +395.2% | -47.3% | +442.5% | +384.4% |
| All | +532.7% | +7.7% | +524.9% | +397.1% |
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