+101.8%
CNH vs FSLY
+5.6%
+96.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.7% | -3.5% | +1.8% |
| 7D | +1.8% | +11.2% | -9.3% | +1.0% |
| 30D | +32.6% | -18.2% | +50.8% | +34.3% |
| 3M | +29.4% | +21.9% | +7.5% | +26.4% |
| 6M | +26.0% | +4.0% | +21.9% | +21.8% |
| YTD | +52.2% | +123.1% | -70.9% | +35.2% |
| 1Y | +23.9% | +196.9% | -173.0% | +5.7% |
| 3Y | +10.1% | -1.3% | +11.4% | -0.7% |
| 5Y | +13.2% | -50.2% | +63.4% | +0.5% |
| All | +101.8% | +5.6% | +96.2% | +42.3% |
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