-62.3%
CHTR vs FSLY
+7.7%
-70.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.6% |
| 7D | -4.1% | +12.5% | -16.6% | -4.8% |
| 30D | -3.0% | -18.8% | +15.9% | -1.9% |
| 3M | +4.8% | +22.7% | -17.9% | +2.8% |
| 6M | -35.0% | -3.7% | -31.3% | -36.5% |
| YTD | -30.2% | +127.5% | -157.7% | -37.0% |
| 1Y | -44.8% | +193.5% | -238.3% | -51.7% |
| 3Y | -66.6% | -1.3% | -65.2% | -69.3% |
| 5Y | -81.5% | -47.3% | -34.1% | -83.4% |
| All | -62.3% | +7.7% | -70.0% | -72.6% |
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