+175.5%
CAH vs FSLY
-0.4%
+175.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.1% | +7.5% | -12.6% | -5.0% |
| 30D | -1.8% | -21.1% | +19.3% | -1.9% |
| 3M | +9.4% | +21.8% | -12.4% | +9.7% |
| 6M | +9.2% | -0.1% | +9.4% | +10.1% |
| YTD | +15.7% | +123.1% | -107.4% | +18.9% |
| 1Y | +59.7% | +208.6% | -148.8% | +64.6% |
| All | +175.5% | -0.4% | +175.9% | +173.2% |
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