-13.7%
CHRW vs FSLY
+38.2%
-51.9%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | 0.0% |
| 7D | -3.4% | -22.9% | +19.5% | -3.9% |
| 30D | -9.4% | -44.6% | +35.2% | -10.6% |
| 3M | -12.6% | -41.5% | +28.8% | -13.6% |
| 6M | -24.2% | -20.8% | -3.3% | -23.6% |
| YTD | -18.9% | +59.5% | -78.4% | +1.7% |
| 1Y | -13.7% | +36.1% | -49.8% | +9.1% |
| All | -13.7% | +38.2% | -51.9% | +9.1% |
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 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