+12.8%
CNH vs FSLY
-11.3%
+24.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.5% | +6.6% | +4.2% |
| 7D | +23.3% | -10.6% | +33.9% | +24.0% |
| 30D | +33.5% | -20.9% | +54.4% | +34.8% |
| 3M | +32.7% | +3.4% | +29.3% | +31.3% |
| 6M | +22.2% | +2.7% | +19.4% | +18.5% |
| YTD | +57.7% | +102.3% | -44.6% | +42.5% |
| 1Y | +28.0% | +182.1% | -154.1% | +9.0% |
| All | +12.8% | -11.3% | +24.0% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling