-72.2%
CHWY vs FSLY
-47.3%
-24.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 6M | -20.5% | -3.7% | -16.8% | -26.3% |
| YTD | -38.2% | +127.5% | -165.7% | -56.3% |
| 1Y | -43.3% | +193.5% | -236.8% | -64.2% |
| 3Y | -8.5% | -1.3% | -7.2% | -28.2% |
| All | -72.2% | -47.3% | -24.9% | -77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling