-6.9%
CHYM vs FSLY
+187.1%
-194.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +5.7% | +1.3% | +6.6% |
| 7D | +3.4% | +11.2% | -7.7% | +2.7% |
| 30D | +12.0% | -18.2% | +30.2% | +13.2% |
| 3M | +102.4% | +21.9% | +80.5% | +97.9% |
| 6M | +52.7% | +4.0% | +48.6% | +50.9% |
| YTD | +37.3% | +123.1% | -85.8% | +33.5% |
| 1Y | +42.2% | +196.9% | -154.7% | +28.8% |
| All | -6.9% | +187.1% | -194.0% | -13.1% |
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