+19.7%
CHRW vs FSLY
+196.5%
-176.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.7% | -5.4% | +0.5% |
| 7D | +4.1% | +11.2% | -7.1% | +4.6% |
| 30D | +1.9% | -18.2% | +20.1% | +1.1% |
| 3M | -21.2% | +21.9% | -43.1% | -19.9% |
| 6M | -16.7% | +4.0% | -20.7% | -13.6% |
| YTD | -5.4% | +123.1% | -128.4% | +14.8% |
| All | +19.7% | +196.5% | -176.8% | +46.7% |
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