-40.7%
CHWY vs FSLY
+8.1%
-48.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +5.7% | -16.5% | -12.0% |
| 7D | -14.1% | +11.2% | -25.3% | -16.1% |
| 30D | -8.1% | -18.2% | +10.0% | -5.5% |
| 3M | +1.7% | +21.9% | -20.2% | -4.7% |
| 6M | -20.7% | +4.0% | -24.7% | -27.6% |
| YTD | -37.2% | +123.1% | -160.3% | -54.9% |
| 1Y | -50.7% | +196.9% | -247.6% | -68.1% |
| 3Y | -9.7% | -1.3% | -8.5% | -30.9% |
| 5Y | -72.9% | -50.2% | -22.7% | -78.9% |
| All | -40.7% | +8.1% | -48.8% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling