-11.1%
CHRW vs FSLY
+161.0%
-172.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +4.9% | -22.2% | +27.1% | +4.0% |
| 30D | -4.8% | -19.1% | +14.3% | -5.3% |
| 3M | -13.1% | -15.7% | +2.6% | -13.1% |
| 6M | -16.3% | -23.5% | +7.1% | -16.2% |
| YTD | -15.8% | +106.6% | -122.4% | +3.9% |
| 1Y | -11.1% | +164.3% | -175.4% | +11.8% |
| All | -11.1% | +161.0% | -172.1% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling