+72.2%
CHRW vs FSLY
-6.2%
+78.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.9% |
| 7D | +0.2% | -22.4% | +22.6% | +0.1% |
| 30D | -9.4% | -45.5% | +36.1% | -9.8% |
| 3M | -13.3% | -30.4% | +17.1% | -13.2% |
| 6M | -24.2% | -22.1% | -2.1% | -23.9% |
| YTD | -18.9% | +57.0% | -75.8% | -13.0% |
| 1Y | -12.4% | +38.2% | -50.6% | -5.9% |
| 3Y | +72.2% | -2.5% | +74.7% | +77.0% |
| All | +72.2% | -6.2% | +78.5% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling