-41.6%
CHWY vs FSLY
+10.3%
-51.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.4% |
| 7D | -13.6% | +12.5% | -26.1% | -15.8% |
| 30D | -8.5% | -18.8% | +10.3% | -5.7% |
| 3M | +8.9% | +22.7% | -13.8% | +1.9% |
| 6M | -20.5% | -3.7% | -16.8% | -26.1% |
| YTD | -38.2% | +127.5% | -165.7% | -55.7% |
| 1Y | -43.3% | +193.5% | -236.8% | -63.1% |
| 3Y | -8.5% | -1.3% | -7.2% | -29.8% |
| 5Y | -72.7% | -47.3% | -25.4% | -79.0% |
| All | -41.6% | +10.3% | -51.9% | -63.5% |
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