+179.6%
CAH vs FSLY
+2.5%
+177.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.0% |
| 7D | +3.5% | +4.9% | -1.4% | +3.5% |
| 30D | +13.5% | -33.5% | +47.0% | +12.9% |
| 3M | +21.8% | -44.6% | +66.5% | +21.2% |
| 6M | +51.5% | -9.2% | +60.8% | +51.7% |
| YTD | +38.1% | +63.3% | -25.2% | +42.0% |
| 1Y | +37.7% | +45.3% | -7.6% | +41.5% |
| 3Y | +179.6% | +3.7% | +175.9% | +180.7% |
| All | +179.6% | +2.5% | +177.1% | +180.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling