+94.2%
CHRW vs FSLY
-20.0%
+114.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.7% | +11.8% | -7.0% | +4.3% |
| 30D | -2.6% | -36.5% | +34.0% | -1.3% |
| 3M | -8.0% | -39.7% | +31.8% | -6.9% |
| 6M | -19.0% | -9.7% | -9.3% | -19.2% |
| YTD | -15.5% | +68.9% | -84.3% | -18.1% |
| 1Y | -10.8% | +44.5% | -55.3% | -13.0% |
| 3Y | +79.8% | +4.8% | +75.0% | +72.7% |
| 5Y | +59.3% | -66.0% | +125.3% | +55.3% |
| All | +94.2% | -20.0% | +114.3% | +62.1% |
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