+402.2%
CAH vs FSLY
-49.3%
+451.5%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -0.2% |
| 7D | -2.2% | +11.2% | -13.4% | -2.3% |
| 30D | +1.2% | -18.2% | +19.4% | +1.3% |
| 3M | +13.1% | +21.9% | -8.8% | +13.0% |
| 6M | +8.5% | +4.0% | +4.4% | +8.6% |
| YTD | +17.6% | +123.1% | -105.5% | +17.7% |
| 1Y | +60.7% | +196.9% | -136.2% | +60.0% |
| 3Y | +183.2% | -1.3% | +184.4% | +183.5% |
| 5Y | +402.2% | -50.2% | +452.4% | +408.6% |
| All | +402.2% | -49.3% | +451.5% | +408.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling