+15.0%
CNH vs FSLY
-15.7%
+30.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | +1.8% |
| 7D | +6.7% | -17.9% | +24.6% | +6.6% |
| 30D | +7.2% | -34.7% | +41.9% | +6.8% |
| 3M | +17.5% | -40.0% | +57.5% | +18.2% |
| 6M | +15.0% | -11.8% | +26.8% | +9.5% |
| All | +15.0% | -15.7% | +30.7% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling