+86.4%
CHRW vs FSLY
-24.5%
+110.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -3.4% | -22.9% | +19.5% | -2.7% |
| 30D | -9.4% | -44.6% | +35.2% | -7.8% |
| 3M | -12.6% | -41.5% | +28.8% | -11.5% |
| 6M | -24.2% | -20.8% | -3.3% | -24.0% |
| YTD | -18.9% | +59.5% | -78.4% | -21.2% |
| 1Y | -13.7% | +36.1% | -49.8% | -15.6% |
| 3Y | +72.6% | -1.0% | +73.6% | +66.1% |
| 5Y | +55.6% | -66.9% | +122.5% | +51.8% |
| All | +86.4% | -24.5% | +110.9% | +55.9% |
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