+8.7%
CNH vs FSLY
-54.2%
+63.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.4% | -9.9% | -5.9% |
| 7D | +8.8% | +3.5% | +5.3% | +8.4% |
| 30D | +24.7% | -6.4% | +31.1% | +24.6% |
| 3M | +27.3% | +10.9% | +16.5% | +25.0% |
| 6M | +23.2% | +6.7% | +16.4% | +18.1% |
| YTD | +48.9% | +111.1% | -62.2% | +30.3% |
| 1Y | +19.4% | +185.8% | -166.4% | -1.0% |
| 3Y | +7.8% | -6.6% | +14.3% | -3.8% |
| 5Y | +8.7% | -52.4% | +61.1% | -4.5% |
| All | +8.7% | -54.2% | +63.0% | -4.5% |
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